Quadratic programming applications in finance using Excel

DOI10.1057/PALGRAVE.JORS.2600839MaRDI QIDQ3154446zbMATH OpenOpenAlexFDO

Authors

Publication date 13 January 2005

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2600839

zbMATH Keywords

financeoptimisationportfolio investmentquadratic programmingspreadsheets

Mathematics Subject Classification ID

Quadratic programming (90C20) Applications of mathematical programming (90C90)

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Cited in

(5)

• A new particle swarm optimization algorithm with an application
• A modified particle swarm optimization algorithm with applications
• Applications of Quadratic Programming
• An algorithm to solve multi-objective integer quadratic programming problem
• Randomized quasi-Monte Carlo methods in pricing securities

Describes a project that uses

Uses Software

• Visual Basic
• Excel
• VBA

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