On the equivalence of quadratic optimization problems commonly used in portfolio theory

Taras Bodnar, Nestor Parolya, Wolfgang Schmid. On the equivalence of quadratic optimization problems commonly used in portfolio theory. European Journal of Operational Research, 229(3):637-644, 2013. [doi]

Authors

Taras Bodnar

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Nestor Parolya

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Wolfgang Schmid

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