Large-Scale Portfolio Optimization (Q3340464)

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Large-Scale Portfolio Optimization
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    title
    Large-Scale Portfolio Optimization (English)
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    author
    A. F. Perold
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    publication date
    1984
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    Mathematics Subject Classification ID
    91G10
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    90C90
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    90C06
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    90B50
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    65K05
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    zbMATH DE Number
    3874916
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    zbMATH Keywords
    finance
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    large-scale mean-variance portfolio optimization
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    parametric algorithm
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    approximate solutions
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    OpenAlex ID
    W2045513909
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