Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+C25
@@ Property / Mathematics Subject Classification ID: 90C25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+N10
@@ Property / Mathematics Subject Classification ID: 49N10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B99
@@ Property / Mathematics Subject Classification ID: 46B99 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6620969
@@ Property / zbMATH DE Number: 6620969 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+minimization
@@ Property / zbMATH Keywords: minimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+function of quadratic functional
@@ Property / zbMATH Keywords: function of quadratic functional / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio selection
@@ Property / zbMATH Keywords: portfolio selection / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear constraints
@@ Property / zbMATH Keywords: linear constraints / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail variance
@@ Property / zbMATH Keywords: tail variance / rank @@
+Normal rank

Revision as of 23:04, 27 June 2023