Pages that link to "Item:Q306327"
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The following pages link to Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327):
Displaying 6 items.
- Portfolio optimization with two coherent risk measures (Q2022182) (← links)
- Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)
- Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)
- Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models (Q6549617) (← links)
