Optimization Methods in Finance () || Quadratic Programming Models: Mean–Variance Optimization
Cornuéjols, Gérard, Peña, Javier, Tütüncü, RehaVolume:
10.1017/97
Year:
2018
Language:
english
DOI:
10.1017/9781107297340.007
File:
PDF, 369 KB
english, 2018