|
Chapter
| Sparse Matricies and Their Uses
| 1981
Sparsity and Piecewise Linearity in Large Portfolio Optimization Problems
by
André Perold and Harry M. Markowitz
|
Keywords: Investment Portfolio;
Mathematical Methods;
Citation:
Perold, André, and Harry M. Markowitz. "Sparsity and Piecewise Linearity in Large Portfolio Optimization Problems." In Sparse Matricies and Their Uses, edited by I. S. Duff. Academic Press, 1981.