Quadratic programming for portfolio planning: Insights into algorithmic and computational issues-Reference-Cited by-同舟云学术

Quadratic programming for portfolio planning: Insights into algorithmic and computational issues

Published:2007-08-30 Issue:3 Volume:8 Page:200-214
ISSN:1470-8272
Container-title:Journal of Asset Management
language:en
Short-container-title:J Asset Manag

Author:

Mitra Gautam,Ellison Frank,Scowcroft Alan

Publisher

Springer Science and Business Media LLC

Subject

Information Systems and Management,Strategy and Management,Business and International Management

Link

http://link.springer.com/content/pdf/10.1057/palgrave.jam.2250075.pdf

Reference52 articles.

1. Barankin, E. W. and Dorfman, R. (1958) ‘On Quadratic Programming’, University of California Publications in Statistics, 2, 285–318.

2. Beale, E. M. L. (1968) Mathematical Programming in Practice, Pitman, London.

3. Beale, E. M. L. (1959) ‘On Quadratic Programming’, Naval Research Logistics Quarterly, 6, 227–243.

4. Beale, E. M. L. (1969), in J. Abadie (ed.) Advanced Algorithms Facilities for Mathematical Programming Systems, Integer and Nonlinear Programming, North Holland, Amsterdam.

5. Beasley, J. E. (1996) Advances in Linear and Integer Programming, Oxford University Press, Oxford.

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