//-->
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
Hirschberger, Markus, (2010)
Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
Hirschberger, Markus, (2007)
Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
Steuer, Ralph E., (2007)