Efficient implementation of an active set algorithm for large-scale portfolio selection

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Publication:925841

DOI10.1016/j.cor.2007.05.004zbMath1278.90295OpenAlexW2085079992MaRDI QIDQ925841

Hartmut Schmeck, Michael Stein, Juergen Branke

Publication date: 23 May 2008

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2007.05.004




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