Yan Jin, Rong Qu, Jason A. D. Atkin. Constrained Portfolio Optimisation: The State-of-the-Art Markowitz Models. In Begoña Vitoriano, Greg H. Parlier, Dominique de Werra, editors, Proceedings of 5th the International Conference on Operations Research and Enterprise Systems (ICORES 2016), Rome, Italy, February 23-25, 2016. pages 388-395, SciTePress, 2016. [doi]
Abstract is missing.