On the equivalence of quadratic optimization problems commonly used in portfolio theory
| Year of publication: |
2013
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|---|---|
| Authors: | Bodnar, Taras ; Parolya, Nestor ; Schmid, Wolfgang |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 229.2013, 3 (16.9.), p. 637-644
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