Add to ORKGThis paper presents a pivoting-based method for solving convex quadratic programming and then shows how to use it together with a parameter technique to solve mean-variance portfolio selection problems
The Markowitz mean-variance optimization model is a widely used tool for portfolio selection. Howev...
Mathematical programming can be classified into linear and non linear programming. This study involv...
International audienceThe problem of portfolio selection is one of the most popular areas in Finance...
Includes bibliographical references (pages 89-98)This is an expository study of mathematical program...
Based on the Markowitz mean variance model, this paper discusses the portfolio selection problem in ...
Based on the Markowitz mean variance model, this paper discusses the portfolio selection problem in ...
The Markowitz mean-variance optimization model is a widely used tool for portfolio selection. Howeve...
Investment analysis is concerned, portfolio optimization is very important in order to get maximum p...
Quantitative method in portfolio selection is a Fascinating issue to make a decision in investment. ...
The portfolio selection problem is usually considered as a bicriteria optimization problem where a r...
Searching of an optimal portfolio -- a suitable diversification of funds among financial instruments...
Purpose – The purpose of this paper is to describe some optimization exercises which have proved...
In the paper, we consider three quadratic optimization problems which are frequently applied in port...
The portfolio selection problem consists in selecting a portfolio of assets that provides the invest...
In this paper, I give a brief introduction of the general optimization problem as well as the convex...
The Markowitz mean-variance optimization model is a widely used tool for portfolio selection. Howev...
Mathematical programming can be classified into linear and non linear programming. This study involv...
International audienceThe problem of portfolio selection is one of the most popular areas in Finance...
Includes bibliographical references (pages 89-98)This is an expository study of mathematical program...
Based on the Markowitz mean variance model, this paper discusses the portfolio selection problem in ...
Based on the Markowitz mean variance model, this paper discusses the portfolio selection problem in ...
The Markowitz mean-variance optimization model is a widely used tool for portfolio selection. Howeve...
Investment analysis is concerned, portfolio optimization is very important in order to get maximum p...
Quantitative method in portfolio selection is a Fascinating issue to make a decision in investment. ...
The portfolio selection problem is usually considered as a bicriteria optimization problem where a r...
Searching of an optimal portfolio -- a suitable diversification of funds among financial instruments...
Purpose – The purpose of this paper is to describe some optimization exercises which have proved...
In the paper, we consider three quadratic optimization problems which are frequently applied in port...
The portfolio selection problem consists in selecting a portfolio of assets that provides the invest...
In this paper, I give a brief introduction of the general optimization problem as well as the convex...
The Markowitz mean-variance optimization model is a widely used tool for portfolio selection. Howev...
Mathematical programming can be classified into linear and non linear programming. This study involv...
International audienceThe problem of portfolio selection is one of the most popular areas in Finance...