Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming-Reference-Cited by-同舟云学术

Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming

Published:2010-08 Issue:3 Volume:204 Page:581-588
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Hirschberger Markus,Qi Yue,Steuer Ralph E.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference37 articles.

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