Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming |
scientific article; zbMATH DE number 5676292
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming |
scientific article; zbMATH DE number 5676292 |
Statements
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (English)
0 references
1 March 2010
0 references
bi-criterion
0 references
portfolio selection
0 references
parametric quadratic programming
0 references
efficient frontiers
0 references
dense covariance matrices
0 references
large-scale
0 references
hyperbolic segments
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8737602
0 references
0.8731585
0 references
0.87008214
0 references
0.86924785
0 references
0.8671416
0 references
