A dynamic programming approach to solve efficient frontier

Mathematical Methods of Operations Research

Volumn 60, Issue 2, 2004, Pages 203-214

  Sadjadi, S J ^a   Aryanezhad, M B ^a   Moghaddam, B F ^a  

^a IRAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Iran)

Author keywords

Dynamic Programming; Efficient Frontier; Parametric Quadratic Programming

Indexed keywords

ALGORITHMS; COSTS; LINEAR EQUATIONS; OPTIMIZATION; PARAMETER ESTIMATION; PROBLEM SOLVING;

EFFICIENT FRONTIER; PARAMETRIC QUADRATIC PROGRAMMING; PROBLEM FORMULATION; TRANSACTION COSTS;

DYNAMIC PROGRAMMING;

EID: 10044246282     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860400367     Document Type: Article

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