原创力文档an efficient and concise algorithm for convex quadratic programming and its application to markowitz’s portfolio selection model一个高效、简洁的凸二次规划算法及其应用马科维茨的投资组合选择模型.pdfVIP
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an efficient and concise algorithm for convex quadratic programming and its application to markowitz’s portfolio selection model一个高效、简洁的凸二次规划算法及其应用马科维茨的投资组合选择模型
Technology and Investment, 2011, 2, 229-239
doi:10.4236/ti.2011.24024 Published Online November 2011 (http://www.SciRP.org/journal/ti)
An Efficient and Concise Algorithm for Convex
Quadratic Programming and Its Application to
Markowitz’s Portfolio Selection Model
1 2
Zhongzhen Zhang , Huayu Zhang
1School of Management, Wuhan University of Technology, Wuhan, China
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