2 Show that the objective function for Example 35 is convex [it can be shown that the...
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2 Show that the objective function for Example 35 is convex [it can be shown that the variance of any portfolio is a convex function of (x1, x2, . . . , xn)].
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Operations Research Applications And Algorithms
ISBN: 9780534380588
4th Edition
Authors: Wayne L. Winston
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