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"Parametrically computing efficient frontiers of portfolio selection and ..."

Yue Qi (2020)

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DOI: 10.1080/01605682.2019.1623477

access: closed

type: Journal Article

metadata version: 2020-12-02

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Yue Qi:
Parametrically computing efficient frontiers of portfolio selection and reporting and utilizing the piecewise-segment structure. J. Oper. Res. Soc. 71(10): 1675-1690 (2020)

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