Faculty & Research
Publications
Publications
  • 1981
  • Chapter
  • Sparse Matricies and Their Uses

Sparsity and Piecewise Linearity in Large Portfolio Optimization Problems

By: André Perold and Harry M. Markowitz
  • Format:Print
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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.

About The Author

Andre F. Perold

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