Open AccessAsset allocation optimization based on linear and quadratic programming models
Author(s) -
Larry Cao
Publication year - 2022
Publication title -
highlights in science, engineering and technology
Language(s) - English
Resource type - Journals
ISSN - 2791-0210
DOI - 10.54097/hset.v9i.1882
Subject(s) - python (programming language) , linear programming , computer science , quadratic programming , asset allocation , mathematical optimization , covariance , quadratic equation , stochastic investment model , algorithm , mathematics , portfolio , finance , programming language , economics , statistics , geometry