Quadratic programming for portfolio planning : insights into algorithmic and computational issues part II ; processing of portfolio planning models with discrete constraints
Gautam Mitra; Frank Ellison; Alan Scowcroft
| Year of publication: |
2007
|
|---|---|
| Authors: | Mitra, Gautam ; Ellison, Frank ; Scowcroft, Alan |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 8.2007/08, 4, p. 249-258
|
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009870993