Algorithm to solve the generalized Markowitz problem

Author: Kibzun A.   Chernobrovov A.  

Publisher: MAIK Nauka/Interperiodica

ISSN: 0005-1179

Source: Automation and Remote Control, Vol.72, Iss.2, 2011-02, pp. : 289-304

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract