Title

Quadratic Programming for Large-Scale Portfolio Optimization

Authors

Jivandra Kale

SMC Author

Jivendra Kale

Status

Faculty

School

School of Economics and Business Administration

Department

Finance

Document Type

Book Chapter

Publication Date

1-1-2000

Scholarly

yes

ISBN

9781420031058

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

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