"Efficient implementation of an active set algorithm for large-scale ..."

Michael Stein, Jürgen Branke, Hartmut Schmeck (2008)

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DOI: 10.1016/J.COR.2007.05.004

access: closed

type: Journal Article

metadata version: 2024-05-03

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Michael Stein, Jürgen Branke, Hartmut Schmeck:
Efficient implementation of an active set algorithm for large-scale portfolio selection. Comput. Oper. Res. 35(12): 3945-3961 (2008)

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