Building the Markowitz Efficient Frontier

In this paper we combine some algorithms in the literature in order to effectively build the Markowitz efficient frontier, as a solution of the optimal asset allocation problem. The proposed method works for any size of the investment portfolio, and for any reasonable equality and inequality constraints

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Year of publication:	2017
Authors:	Youmbi, Didier
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Technische Effizienz \| Technical efficiency \| Effizienz \| Efficiency

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