Quadratic programming for portfolio planning : insights into algorithmic and computational issues ; solving a family of QP models. Part I
Year of publication: |
2007
|
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Authors: | Mitra, Gautam ; Ellison, Frank ; Scowcroft, Alan |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 8.2007/08, 3, p. 200-214
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Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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