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"Numerical methods for portfolio selection with bounded constraints."

Gang George Yin, Hanqing Jin, Zhuo Jin (2009)

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DOI: 10.1016/J.CAM.2009.08.055

access: open

type: Journal Article

metadata version: 2021-02-16

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  dblp key:
  - journals/jcam/YinJJ09
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  - https://dblp.org/rec/journals/jcam/YinJJ09
Gang George Yin, Hanqing Jin, Zhuo Jin:
Numerical methods for portfolio selection with bounded constraints. J. Comput. Appl. Math. 233(2): 564-581 (2009)

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