An Efficient and Concise Algorithm for Convex Quadratic Programming and Its Application to Markowitz’s Portfolio Selection Model

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ISSN Print: 2150-4059
ISSN Online: 2150-4067
www.scirp.org/journal/ti
E-mail: ti@scirp.org

"An Efficient and Concise Algorithm for Convex Quadratic Programming and Its Application to Markowitz’s Portfolio Selection Model"
written by Zhongzhen Zhang, Huayu Zhang,
published by Technology and Investment, Vol.2 No.4, 2011

has been cited by the following article(s):

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[1]	Comparison of the Applicability of Different Portfolio Optimization Models across Three Emerging Markets under Different Market Conditions 2023 4th International Conference on Data Analytics for Business and Industry (ICDABI), 2023 DOI:10.1109/ICDABI60145.2023.10629498

[2]	An improved detection algorithm based on Lattice reduction for MIMO system 2014 IEEE 25th Annual International Symposium on Personal, Indoor, and Mobile Radio Communication (PIMRC), 2014 DOI:10.1109/PIMRC.2014.7136176