共 8 条
[1]
A Minimax Portfolio Selection Rule with Linear Programming Solution. Young M R. Management Science . 1998
[2]
Large-Scale Portfolio Optimization. Ferold A F. Management Science . 1984
[3]
A Fast Algorithm for Solving Large Scale Mean-variance Model by Compact Factorization of Covariance Matrices. Konno H,Suzuki K. Journal of Operations Research Society of Japan . 1992
[4]
Portfolio Optimization Under a Minimax Rule. Cai X Q,Tao K L,Yang X Q,et al. Management Science . 2000
[5]
Mean-absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market. Konno H,Yamazaki H. Management Science . 1991
[6]
A New Algorithm Based on Pivoting Operation for Linear Programming. Zhang Zhong-zhen,Tang Xiao-wo. Journal of University of Electronic Science and Technology . 1996
[7]
A Fast Algorithm for Markowitz Portfolio Selection Model. Zhang Zhong-zhen. Chinese Science Abstracts . 2001
[8]
Mean-Variance Analysis in Portfolio Choice and Capital Markets. Markowitz H,Todd G. . 2000