Comparative issues in large-scale mean-variance efficient frontier computation
نویسندگان
چکیده
Available online 25 November 2010
منابع مشابه
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
Despite the volume of research conducted on efficient frontiers, in many cases it is still not the easiest thing to compute a mean-variance (MV) efficient frontier even when all constraints are linear. This is ∗Corresponding author [email protected]
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عنوان ژورنال:
- Decision Support Systems
دوره 51 شماره
صفحات -
تاریخ انتشار 2011