"Constrained Portfolio Optimisation: The State-of-the-Art Markowitz Models."

Yan Jin, Rong Qu, Jason A. D. Atkin (2016)

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DOI: 10.5220/0005758303880395

access: closed

type: Conference or Workshop Paper

metadata version: 2017-07-03

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Yan Jin, Rong Qu, Jason A. D. Atkin:
Constrained Portfolio Optimisation: The State-of-the-Art Markowitz Models. ICORES 2016: 388-395

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