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- Publication Date of Publication Type Markowitz problem for a case of random environment existence 2018-10-12 Paper One Problem of the Risk Control 2018-06-20...10 bytes (16 words) - 20:21, 24 September 2023
- Equivalence of the problems with quantile and integral quantile criteria 2013-08-01 Paper Algorithm to solve the generalized Markowitz problem 2011-06-16 Paper...10 bytes (18 words) - 11:21, 6 October 2023
- On a Copula for Failure Times of System Elements 2018-12-18 Paper Markowitz problem for a case of random environment existence 2018-10-12 Paper Algorithm...10 bytes (17 words) - 03:18, 12 December 2023
- de/entity/Q3105268 2012-01-05 Paper High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation...10 bytes (18 words) - 09:17, 25 September 2023
- Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems 2021-08-17 Paper https://portal.mardi4nfdi.de/entity/Q4989568 2021-05-25...10 bytes (16 words) - 21:00, 11 December 2023
- with bounded risk 2014-11-07 Paper Cone-constrained continuous-time Markowitz problems 2013-04-24 Paper Convex Duality in Mean-Variance Hedging Under Convex...10 bytes (17 words) - 14:48, 7 December 2023
- in Discrete Time 2015-01-20 Paper Cone-constrained continuous-time Markowitz problems 2013-04-24 Paper Time-consistent mean-variance portfolio selection...10 bytes (16 words) - 13:31, 28 January 2024
- globally convergent method for solving a quartic generalized Markowitz portfolio problem 2022-05-30 Paper Perturbation analysis and condition numbers of...10 bytes (16 words) - 09:55, 7 October 2023
- globally convergent method for solving a quartic generalized Markowitz portfolio problem 2022-05-30 Paper https://portal.mardi4nfdi.de/entity/Q5070398...10 bytes (17 words) - 20:01, 9 December 2023
- search for stochastic linear programming problem with quantile criterion 2019-06-20 Paper The decomposition problem for the set of paths in a directed graph...10 bytes (17 words) - 08:39, 7 October 2023
- PDES 2021-03-02 Paper A robust Kalman-Bucy filtering problem 2020-11-03 Paper A filtering problem with uncertainty in observation 2020-03-06 Paper A stochastic...10 bytes (16 words) - 10:58, 6 October 2023
- zbMath Open markowitz.williamWikidataQ1713572 ScholiaQ1713572MaRDI QIDQ562205 No records found. This page was built for person: W. Markowitz...10 bytes (17 words) - 11:19, 6 October 2023
- zbMath Open markowitz.david-mMaRDI QIDQ3634998 No records found. This page was built for person: David M. Markowitz...10 bytes (18 words) - 02:59, 28 December 2023
- Publication Date of Publication Type Spectral problem for the vector Stieltjes string 2023-09-01 Paper Reliability of maximum spanning tree identification...10 bytes (18 words) - 01:57, 10 December 2023
- On some statistical procedures for stock selection problem 2016-05-04 Paper Market Graph and Markowitz Model 2015-10-05 Paper Simple measure of similarity...10 bytes (18 words) - 01:57, 10 December 2023
- zbMath Open markowitz.harry-mWikidataQ272508 ScholiaQ272508MaRDI QIDQ993711 No records found. This page was built for person: Harry M. Markowitz...10 bytes (19 words) - 01:49, 11 December 2023
- folding simulation in the three-dimensional HP-model 2009-03-12 Paper Markowitz-Type Heuristics for Computing Jacobian Matrices Efficiently 2008-09-30...10 bytes (18 words) - 14:48, 9 December 2023
- Analysis 2018-12-20 Paper Optimal decision for the market graph identification problem in a sign similarity network 2018-11-12 Paper Statistical procedures for...10 bytes (18 words) - 01:57, 10 December 2023
- Financial Equilibrium Problem with Memory Terms and Adaptive Constraints 2018-12-20 Paper The financial equilibrium problem with a Markowitz-type memory term...10 bytes (16 words) - 17:08, 6 October 2023
- tail-revisited Markowitz mean-variance approach and a portfolio network centrality 2022-10-24 Paper Optimal solution of the liquidation problem under execution...10 bytes (16 words) - 22:40, 11 December 2023
