New Algorithms (and Software) for Computing Mean-variance Markowitz Efficient Frontiers

Speaker
Ralph Steuer
Terry College of Business, University of Georgia

Abstract

 
Contact information:
Jaap Spronk
Email

Information

Type
Research Seminar
Programme
Logistics & Information Systems
Date
Thu. 20 Dec. 2007
Time
00:00
Location
Tinbergen Building H04-10

Coordinator

Jaap Spronk
Jaap Spronk
Professor of Financial Management Science
Rotterdam School of Management (RSM), Erasmus University Rotterdam