An improved closed-form solution for the constrained minimization of the root of a quadratic functional (Q442731)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved closed-form solution for the constrained minimization of the root of a quadratic functional |
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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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