Technology and Investment

Vol.2 No.4(2011), Paper ID 8355, 11 pages

DOI:10.4236/ti.2011.24024

 

An Efficient and Concise Algorithm for Convex Quadratic Programming and Its Application to Markowitz’s Portfolio Selection Model

 

Zhongzhen Zhang, Huayu Zhang

 

 

Copyright © 2011 Zhongzhen Zhang, Huayu Zhang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Z. Zhang and H. Zhang, "An Efficient and Concise Algorithm for Convex Quadratic Programming and Its Application to Markowitz’s Portfolio Selection Model," Technology and Investment, Vol. 2 No. 4, 2011, pp. 229-239. doi: 10.4236/ti.2011.24024.

Copyright © 2024 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.