On the equivalence of quadratic optimization problems commonly used in portfolio theory
Year of publication: |
2013
|
---|---|
Authors: | Bodnar, Taras ; Parolya, Nestor ; Schmid, Wolfgang |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 229.2013, 3, p. 637-644
|
Publisher: |
Elsevier |
Subject: | Investment analysis | Mean–variance analysis | Parameter uncertainty | Interval estimation | Test theory |
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