An efficient algorithm for solving large-scale portfolio problems
William Breen and Richard Jackson
| Year of publication: |
1971
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|---|---|
| Authors: | Breen, William ; Jackson, Richard |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 6.1971, 1, p. 627-637
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| Subject: | Kapitalanlagetechnik | Programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | mit Bibliogr. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001943197