Fast quadratic programming for mean-variance portfolio optimisation (Q2226482)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fast quadratic programming for mean-variance portfolio optimisation |
scientific article |
Statements
Fast quadratic programming for mean-variance portfolio optimisation (English)
0 references
8 February 2021
0 references
quadratic programming
0 references
vectorisation
0 references
portfolio optimisation
0 references
algorithmic efficiency
0 references
0 references
0 references
0 references