Solving large scale mean-variance models with dense non-factorable covariance matrices

Journal of the Operations Research Society of Japan

Volumn 44, Issue 3, 2001, Pages 251-260

  Kawadai, Naoya ^a   Konno, Hiroshi ^a  

^a Tokyo Institute of Technology ^*  (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347078687     PISSN: 04534514     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0453-4514(01)80010-7     Document Type: Article

References (15)

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