Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming

Markus Hirschberger; Yue Qi; Ralph E. Steuer

Year of publication:	2010
Authors:	Hirschberger, Markus ; Qi, Yue ; Steuer, Ralph E.
Published in:	European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 204.2010, 3 (1.8.), p. 581-588
Subject:	Mathematische Optimierung \| Mathematical programming \| Technische Effizienz \| Technical efficiency \| Portfolio-Management \| Portfolio selection \| Effizienz \| Efficiency \| Computerunterstützung \| Computerized method \| Schätztheorie \| Estimation theory

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