Minimization of the root of a quadratic functional under an affine equality constraint (Q929931)
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scientific article; zbMATH DE number 5290893
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Minimization of the root of a quadratic functional under an affine equality constraint |
scientific article; zbMATH DE number 5290893 |
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Minimization of the root of a quadratic functional under an affine equality constraint (English)
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19 June 2008
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minimization
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root of quadratic functional
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relative projection
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covariance
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portfolio selection
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0.905227541923523
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0.8599997758865356
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0.7852880954742432
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0.7679263949394226
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