"Large-scale MV efficient frontier computation via a procedure of ..."

Markus Hirschberger, Yue Qi, Ralph E. Steuer (2010)

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DOI: 10.1016/J.EJOR.2009.11.016

access: closed

type: Journal Article

metadata version: 2020-02-21

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Markus Hirschberger, Yue Qi, Ralph E. Steuer:
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming. Eur. J. Oper. Res. 204(3): 581-588 (2010)

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