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]
@inproceedings{JinQA16,
title = {Constrained Portfolio Optimisation: The State-of-the-Art Markowitz Models},
author = {Yan Jin and Rong Qu and Jason A. D. Atkin},
year = {2016},
doi = {10.5220/0005758303880395},
url = {http://dx.doi.org/10.5220/0005758303880395},
researchr = {https://researchr.org/publication/JinQA16},
cites = {0},
citedby = {0},
pages = {388-395},
booktitle = {Proceedings of 5th the International Conference on Operations Research and Enterprise Systems (ICORES 2016), Rome, Italy, February 23-25, 2016},
editor = {Begoña Vitoriano and Greg H. Parlier and Dominique de Werra},
publisher = {SciTePress},
isbn = {978-989-758-171-7},
}