Minimization of the root of a quadratic functional under a system of affine equality constraints with application in portfolio management

Z. Landsman

Research output: Book/Report › Report › Academic

116 Downloads (Pure)
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages16
Publication statusPublished - 2007

Publication series

NameReport Eurandom
Volume2007012
ISSN (Print)1389-2355

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  • 626065Final published version, 263 KB

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