High order Newton's method for portfolio optimization model

MaRDI QIDQ3307303zbMATH OpenFDO

Authors Longquan Yong

Publication date 12 August 2020

zbMATH Keywords

convex quadratic programminghigh order Newton's methodnonlinear equationsportfolio optimization model

Mathematics Subject Classification ID

Methods of quasi-Newton type (90C53) Portfolio theory (91G10)

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