On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6466414
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the equivalence of quadratic optimization problems commonly used in portfolio theory |
scientific article; zbMATH DE number 6466414 |
Statements
On the equivalence of quadratic optimization problems commonly used in portfolio theory (English)
0 references
28 July 2015
0 references
investment analysis
0 references
mean-variance analysis
0 references
parameter uncertainty
0 references
interval estimation
0 references
test theory
0 references
0 references
0 references
0.785638153553009
0 references
0.7620663642883301
0 references
0.7593796253204346
0 references
0.7585759162902832
0 references
