Eigendecomposition of the Mean-Variance Portfolio Optimization Model (Q5270514)
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scientific article; zbMATH DE number 6735177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigendecomposition of the Mean-Variance Portfolio Optimization Model |
scientific article; zbMATH DE number 6735177 |
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Eigendecomposition of the Mean-Variance Portfolio Optimization Model (English)
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23 June 2017
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modern portfolio theory
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Markowitz model
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eigendecomposition
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quadratic programming
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