A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION

From MaRDI portal
Publication:6182050

DOI10.1142/s0219024923500127MaRDI QIDQ6182050

No author found.

Publication date: 23 January 2024

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)






Cites Work


This page was built for publication: A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION