Quadratic programming applications in finance using Excel

DOI10.1057/palgrave.jors.2600839zbMath1054.90646OpenAlexW2063605270MaRDI QIDQ3154446

No author found.

Publication date: 13 January 2005

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2600839

zbMATH Keywords

quadratic programmingoptimisationfinancespreadsheetsportfolio investment

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Quadratic programming (90C20)

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Uses Software

• Visual Basic
• Excel
• VBA

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