Quadratic programming applications

Portfolio Selection: Efficient Diversification of Investments

Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations

Business, Finance, Financial Management +14

Chance-Constrained Programming

A. Charnes, W. W. Cooper · Management Science · 1959 · 2.7K citations

Business, Decision Sciences, Industrial Engineering +16

Portfolio Theory and Capital Markets.

William J. Breen, William F. Sharpe · The Journal of Finance · 1972 · 1.2K citations

Business, Economics, Finance +12

Principles of Operations Research.

Patrick Rivett, Harvey M. Wagner · Operational Research Quarterly (1970-1977) · 1970 · 880 citations

Management, Operations Management, Operations Planning +7

Portfolio selection efficient diversification of investments

1991 · 737 citations

Business, Finance, Financial Management +12