Pages that link to "Item:Q580154"
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The following pages link to The explicit derivation of the efficient portfolio frontier in the case of degeneracy and general singularity (Q580154):
Displaying 5 items.
- Characterization of efficient frontier for mean-variance model with a drawdown constraint (Q902570) (← links)
- Selected bibliography on degeneracy (Q1312748) (← links)
- On analyzing and detecting multiple optima of portfolio optimization (Q1716944) (← links)
- A note on the kinks at the mean variance frontier (Q1806901) (← links)
- An EM algorithm for singular Gaussian mixture models (Q5864166) (← links)
