Xiu, S., Wang, X., & Palomar, D. P. (2022). A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization. https://doi.org/10.48550/arxiv.2212.06983
Chicago Style (17th ed.) CitationXiu, Shengjie, Xiwen Wang, and Daniel P. Palomar. A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization. 2022. https://doi.org/10.48550/arxiv.2212.06983.
MLA (9th ed.) CitationXiu, Shengjie, et al. A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization. 2022. https://doi.org/10.48550/arxiv.2212.06983.
Warning: These citations may not always be 100% accurate.