Fast quadratic programming for mean-variance portfolio optimisation
Vasileios E. Kontosakos
| Year of publication: |
2020
|
|---|---|
| Authors: | Kontosakos, Vasileios E. |
| Published in: |
Operations research forum. - Cham : Springer International Publishing, ISSN 2662-2556, ZDB-ID 2978290-9. - Vol. 1.2020, 3, Art.-No. 25, p. 1-15
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| Subject: | Quadratic programming | Vectorisation | Portfolio optimisation | Algorithmic efficiency | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Nichtlineare Optimierung | Nonlinear programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s43069-020-00025-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012306137