On the number of securities which constitute an efficient portfolio

DOI10.1007/BF02282057zbMath0785.90018OpenAlexW2082498923MaRDI QIDQ1313170

Munenori Nakasato, Koichi Furukawa

Publication date: 13 April 1994

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02282057

zbMATH Keywords

market efficiencyefficient frontiermean-variance portfolio selection

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• An interior point algorithm for large scale portfolio optimization
• A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES
• A decomposition method for quadratic programming

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