Contribution to Book
Quadratic Programming for Large-Scale Portfolio Optimization
Financial Services Information Systems
Status
Faculty
School
School of Economics and Business Administration
Department
Finance
Document Type
Book Chapter
Publication Date
1-1-2000
Publisher/Venue
CRC Press
Scholarly
Yes
ISBN
9781420031058
Disciplines
Original Citation
Kale, Jivendra & Best, Michael. (2000). Quadratic Programming for Large-Scale Portfolio Optimization. In Keyes, Jessica (Ed.), Financial Services Information Systems (pp. 513-529). Boca Raton: Auerbach Publications, CRC Press. 9781420031058
Citation Information
Jivendra Kale and Michael Best. "Quadratic Programming for Large-Scale Portfolio Optimization" Financial Services Information Systems (2000) p. 513 - 529 Available at: http://works.bepress.com/jivendra-kale/14/