Penalty algorithm based on conjugate gradient method for solving portfolio management problem.
Wan, Zhong; Zhang, Shaojun; Wang, Yalin
Journal of Inequalities and Applications [electronic only] (2009)
- Volume: 2009, page Article ID 970723, 16 p.-Article ID 970723, 16 p.
- ISSN: 1029-242X
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topWan, Zhong, Zhang, Shaojun, and Wang, Yalin. "Penalty algorithm based on conjugate gradient method for solving portfolio management problem.." Journal of Inequalities and Applications [electronic only] 2009 (2009): Article ID 970723, 16 p.-Article ID 970723, 16 p.. <http://eudml.org/doc/117851>.
@article{Wan2009,
author = {Wan, Zhong, Zhang, Shaojun, Wang, Yalin},
journal = {Journal of Inequalities and Applications [electronic only]},
language = {eng},
pages = {Article ID 970723, 16 p.-Article ID 970723, 16 p.},
publisher = {Springer International Publishing},
title = {Penalty algorithm based on conjugate gradient method for solving portfolio management problem.},
url = {http://eudml.org/doc/117851},
volume = {2009},
year = {2009},
}
TY - JOUR
AU - Wan, Zhong
AU - Zhang, Shaojun
AU - Wang, Yalin
TI - Penalty algorithm based on conjugate gradient method for solving portfolio management problem.
JO - Journal of Inequalities and Applications [electronic only]
PY - 2009
PB - Springer International Publishing
VL - 2009
SP - Article ID 970723, 16 p.
EP - Article ID 970723, 16 p.
LA - eng
UR - http://eudml.org/doc/117851
ER -
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