Search Results - subject:"critical line algorithm"

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The road not taken

French, Craig W. - In: Journal of investment management : JOIM 14 (2016) 4, pp. 4-13

Persistent link: https://www.econbiz.de/10011691314

Producing the tangency portfolio as a corner portfolio

Keykhaei, Reza; Jahandideh, Mohamad Taghi - In: RAIRO / Operations research 47 (2013) 3, pp. 311-320

Persistent link: https://www.econbiz.de/10010493375

Applying Markowitz's Critical Line Algorithm

Niedermayer, Andras; Niedermayer, Daniel - Department Volkswirtschaftlehre, Universität Bern - 2007

We provide a Matlab quadratic optimization tool based on Markowitz's critical line algorithm that significantly … several hours. This paper can be considered as a didactic alternative to the critical line algorithm such as presented by …

Persistent link: https://www.econbiz.de/10005212469

Applying Markowitz's Critical Line Algorithm

Niedermayer, Andras; Niedermayer, Daniel - Department Volkswirtschaftlehre, Universität Bern - 2006

several hours. This paper can be considered as a didactic alternative to the critical line algorithm such as presented by …

Persistent link: https://www.econbiz.de/10005730958