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Fast Quadratic Programming for Mean-Variance Portfolio Optimisation
SN Operations Research Forum, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
Mathematical Finance, 2005In this paper we investigate the problem of mean–variance portfolio choice with bankruptcy prohibition. For incomplete markets with continuous assets' price processes and for complete markets, it is shown that the mean–variance efficient portfolios can be expressed as the optimal strategies of partial hedging for quadratic loss function.
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A class of distributions with the quadratic mean residual quantile function
Communications in Statistics - Theory and Methods, 2018The present paper introduces a new family of distributions with quadratic mean residual quantile function. Various distributional properties as well as reliability characteristics are discussed.
P. Sankaran, M. Dileep Kumar
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Finding Meaning in the Quadratic Formula
The Mathematics Teacher, 2019Connecting the formula to the graphic representation of quadratic functions makes the mathematics meaningful to students.
Thomas G. Edwards, Kenneth R. Chelst
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Elementary proof that mean–variance implies quadratic utility
Theory and Decision, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Johnstone, David, Lindley, Dennis
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Mean-Field Linear-Quadratic Optimal Controls
2020This chapter is concerned with a more general class of linear-quadratic optimal control problems, the mean-field linear-quadratic optimal control problem, in which the expectations of the state process and the control are involved. Two differential Riccati equations are introduced for the problem.
Jingrui Sun, Jiongmin Yong
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Quadratic-mean-of-order-r indexes of output, input and productivity
Journal of Productivity Analysis, 2021Hideyuki Mizobuchi, V. Zelenyuk
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Quadratic mean function of entire Dirichlet series
2012Let \(E\) be the set of all entire functions \(f(s)= \sum a_ n e^{s\lambda_ n}\) defined by an everywhere convergent Dirichlet series, where \[ \limsup_{n\to+\infty} {\log n\over \lambda_ n}= D\in \mathbb{R}_ +\cup \{0\}. \] Let \[ I_ 2(\sigma,f)= \lim_{T\to+\infty} {1\over 2T} \int^ T_{-T} | f(\sigma+ it)|^ 2 dt.
GUPTA, J., BALA, Shakti
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