Author:
Best Michael J.,Grauer Robert R.
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference34 articles.
1. Bawa V. S. Brown S. J. Klein R. W. (eds.), 1979, Estimation Risk and Optimal Portfolio Choice, North Holland, Amsterdam.
2. Best M. J. , 1982, “An Algorithm for the Solution of the Parametric Quadratic Programming Problem,” CORR report, University of Waterloo.
3. Equivalence of some quadratic programming algorithms
4. The efficient set mathematics when mean-variance problems are subject to general linear constraints
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