Quadratic Programming for Large-Scale Portfolio Optimization
Status
Faculty
School
School of Economics and Business Administration
Department
Finance
Document Type
Book Chapter
Publication Date
1-1-2000
Publication / Conference / Sponsorship
Financial Services Information Systems
Publisher/Venue
CRC Press
Scholarly
yes
ISBN
9781420031058
First Page
513
Last Page
529
Disciplines
Finance and Financial Management
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
Repository Citation
Kale, Jivendra and Best, Michael. Quadratic Programming for Large-Scale Portfolio Optimization (2000). Financial Services Information Systems. CRC Press. 513-529. [book_chapter]. https://digitalcommons.stmarys-ca.edu/school-economics-business-faculty-works/710
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