On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the equivalence of quadratic optimization problems commonly used in portfolio theory |
scientific article |
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
