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"Frontier: A Graphical Interface for Portfolio Optimization in a Piecewise ..."

David L. Jensen, Alan J. King (1992)

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DOI: 10.1147/SJ.311.0062

access: closed

type: Journal Article

metadata version: 2020-03-13

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  - journals/ibmsj/JensenK92a
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  - https://dblp.org/rec/journals/ibmsj/JensenK92a
David L. Jensen, Alan J. King:
Frontier: A Graphical Interface for Portfolio Optimization in a Piecewise Linear-Quadratic Risk Framework. IBM Syst. J. 31(1): 62-70 (1992)

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