Efficient implementation of an active set algorithm for large-scale porfolio selection
Michael Stein; Jürgen Branke; Hartmut Schmeck
| Year of publication: |
2008
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|---|---|
| Authors: | Stein, Michael ; Branke, Jürgen ; Schmeck, Hartmut |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 35.2008, 12, p. 3945-3961
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| Subject: | Algorithmus | Algorithm | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003732188