Eigendecomposition of the Mean-Variance Portfolio Optimization Model (Q5270514): Difference between revisions

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Latest revision as of 00:17, 14 July 2024

scientific article; zbMATH DE number 6735177
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English
Eigendecomposition of the Mean-Variance Portfolio Optimization Model
scientific article; zbMATH DE number 6735177

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    Eigendecomposition of the Mean-Variance Portfolio Optimization Model (English)
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    23 June 2017
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    modern portfolio theory
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    Markowitz model
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    eigendecomposition
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    quadratic programming
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