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Local optimization for nonconvex quadratic programming

โœ Scribed by Antal Majthay; Andrew Whinston; John Coffman

Publisher
John Wiley and Sons
Year
1974
Tongue
English
Weight
980 KB
Volume
21
Category
Article
ISSN
0894-069X

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๐Ÿ“œ SIMILAR VOLUMES

Quadratic programming for portfolio opti
Quadratic programming for portfolio optimization
โœ Ho, Diem ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 337 KB

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