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A linear programming formulation of the general portfolio selection problem
Stone, Bernell K. - In: Journal of financial and quantitative analysis : JFQA 8 (1973) 4, pp. 621-636
Persistent link: https://www.econbiz.de/10002885244
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Portfolio management and the shrinking knapsack agorithm
Stone, Bernell K.; Hill, Ned C. - In: Journal of financial and quantitative analysis : JFQA 14 (1979) 5, pp. 1071-1084
Persistent link: https://www.econbiz.de/10002885266