scientific article; zbMATH DE number 165316

MaRDI QIDQ4033158zbMATH OpenFDO

Authors J. W. Kwiatkowski

Publication date 16 May 1993

zbMATH Keywords

estimation of the covariance matrixlinear complementarity algorithmsportfolio of securities

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Applications of mathematical programming (90C90)

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