Fast Computation of Efficient Portfolios
No abstract is available for this item.
|Date of creation:||Oct 2000|
|Contact details of provider:|| Postal: Rua Quatá 300, São Paulo, SP 04546-042|
Web page: http://www.insper.edu.br/
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- Hiroshi Konno & Hiroaki Yamazaki, 1991. "Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market," Management Science, INFORMS, vol. 37(5), pages 519-531, May.
- Andre F. Perold, 1984. "Large-Scale Portfolio Optimization," Management Science, INFORMS, vol. 30(10), pages 1143-1160, October.
- Fishburn, Peter C, 1977. "Mean-Risk Analysis with Risk Associated with Below-Target Returns," American Economic Review, American Economic Association, vol. 67(2), pages 116-126, March.
When requesting a correction, please mention this item's handle: RePEc:ibm:finlab:flwp_32. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Naercio Menezes)
If references are entirely missing, you can add them using this form.