Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
| Year of publication: |
2010
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|---|---|
| Authors: | Dasu, Sriram ; Tong, Chunyang |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 204.2010, 3 (1.8.), p. 581-589
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