The following pages link to (Q4887226):
Displaying 10 items.
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Standard bi-quadratic optimization problems and unconstrained polynomial reformulations (Q427394) (← links)
- Option pricing under a stressed-beta model (Q470515) (← links)
- New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability (Q930342) (← links)
- Bruno de Finetti and the case of the critical line's last segment (Q939373) (← links)
- Informal insurance networks (Q1675026) (← links)
- Extensions of the standard quadratic optimization problem: strong duality, optimality, hidden convexity and S-lemma (Q1987329) (← links)
- Strong duality and KKT conditions in nonconvex optimization with a single equality constraint and geometric constraint (Q2413092) (← links)
- A new branch-and-bound algorithm for standard quadratic programming problems (Q4646674) (← links)
- OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT (Q5854325) (← links)
