A Pivoting Based Algorithm for Self-Financing Mean Variance Portfolio Model

Tie Ying CHEN;Zhong Zhen ZHANG

Systems Engineering - Theory & Practice ›› 2004, Vol. 24 ›› Issue (6) : 98-103.

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Systems Engineering - Theory & Practice ›› 2004, Vol. 24 ›› Issue (6) : 98-103. DOI: 10.12011/1000-6788(2004)6-98
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A Pivoting Based Algorithm for Self-Financing Mean Variance Portfolio Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2004, 24(6): 98-103 https://doi.org/10.12011/1000-6788(2004)6-98

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