Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327)
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scientific article; zbMATH DE number 6620969
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| English | Minimization of a function of a quadratic functional with application to optimal portfolio selection |
scientific article; zbMATH DE number 6620969 |
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Minimization of a function of a quadratic functional with application to optimal portfolio selection (English)
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31 August 2016
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minimization
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function of quadratic functional
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portfolio selection
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linear constraints
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tail variance
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0.8957180380821228
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0.8498632311820984
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0.8406901359558105
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0.8076626658439636
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0.7856943607330322
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