Large-Scale Portfolio Optimization (Q3340464): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 14:06, 4 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Large-Scale Portfolio Optimization |
scientific article |
Statements
Large-Scale Portfolio Optimization (English)
0 references
1984
0 references
finance
0 references
large-scale mean-variance portfolio optimization
0 references
parametric algorithm
0 references
approximate solutions
0 references