An improved closed-form solution for the constrained minimization of the root of a quadratic functional (Q442731)
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scientific article; zbMATH DE number 6063175
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| English | An improved closed-form solution for the constrained minimization of the root of a quadratic functional |
scientific article; zbMATH DE number 6063175 |
Statements
An improved closed-form solution for the constrained minimization of the root of a quadratic functional (English)
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3 August 2012
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minimization
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root of quadratic functional
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linear constraints
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portfolio selection
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0.9246705
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0.8984542
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0.89607763
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0.8872063
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0.88688195
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