On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895)
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scientific article
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| English | On the equivalence of quadratic optimization problems commonly used in portfolio theory |
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On the equivalence of quadratic optimization problems commonly used in portfolio theory (English)
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28 July 2015
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investment analysis
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mean-variance analysis
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parameter uncertainty
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interval estimation
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test theory
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0.785638153553009
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0.7620663642883301
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0.7593796253204346
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0.7585759162902832
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