Reducing portfolio quadratic programming problem into regression problem: stepwise algorithm

zbMATH Open1335.90064MaRDI QIDQ2803715FDOQ2803715

Authors: Saima Mustafa, Sumaira Bano, M. Hanif, N. Jamal 

Publication date: 2 May 2016

Published in: Journal of Mathematics. The Punjab University (Search for Journal in Brave)

Full work available at URL: http://pu.edu.pk/images/journal/maths/PDF/Paper-10_v47_1_15.pdf

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zbMATH Keywords

quadratic programmingleast squares methodconvexitystepwise algorithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Quadratic programming (90C20) Portfolio theory (91G10)

Cited In (1)

• Reducing quadratic programming problem to regression problem: stepwise algorithm

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