Minimization of the root of a quadratic functional under an affine equality constraint (Q929931)

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Minimization of the root of a quadratic functional under an affine equality constraint
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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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