Fast Computation of Efficient Portfolios
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Bibliographic InfoPaper provided by Finance Lab, Insper Instituto de Ensino e Pesquisa in its series Finance Lab Working Papers with number flwp_32.
Date of creation: Oct 2000
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- Fishburn, Peter C, 1977. "Mean-Risk Analysis with Risk Associated with Below-Target Returns," American Economic Review, American Economic Association, vol. 67(2), pages 116-26, March.
- Crum, Roy L. & Klingman, Darwin D. & Tavis, Lee A., 1979. "Implementation of Large-Scale Financial Planning Models: Solution Efficient Transformations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(01), pages 137-152, March.
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