Pages that link to "Item:Q939577"

The following pages link to Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management (Q939577):

Displaying 8 items.

• Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327) (← links)
• An improved closed-form solution for the constrained minimization of the root of a quadratic functional (Q442731) (← links)
• The mean-absolute deviation portfolio selection problem with interval-valued returns (Q548313) (← links)
• Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761) (← links)
• Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)
• A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)
• Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component (Q2427811) (← links)
• A Black–Litterman asset allocation model under Elliptical distributions (Q4683054) (← links)