Portfolio optimization is a procedure for generating a portfolio composition which yields the highest return for a given level of risk or a minimum risk for given level of return. The problem can be formulated as a quadratic programming problem. We shall present a new and efticient optimization proc
Linear-quadratic efficient frontiers for portfolio optimization
β Scribed by King, Alan J. ;Jensen, David L.
- Publisher
- John Wiley and Sons
- Year
- 1992
- Tongue
- English
- Weight
- 792 KB
- Volume
- 8
- Category
- Article
- ISSN
- 8755-0024
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