Constrained Portfolio Optimisation: The State-of-the-Art Markowitz Models - researchr publication authors

researchr

You are not signed in
Sign in
Sign up

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]

This author has not been identified. Look up 'Yan Jin' in GoogleThis author has not been identified. Look up 'Rong Qu' in GoogleThis author has not been identified. Look up 'Jason A. D. Atkin' in Google

runs on WebDSL