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], Tome 2009 (2009), / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
DOI : https://doi.org/10.1155/2009/970723
EUDML-ID : urn:eudml:doc:117851 
@article{05624610,
     title = {Penalty algorithm based on conjugate gradient method for solving portfolio management problem.},
     journal = {Journal of Inequalities and Applications [electronic only]},
     volume = {2009},
     year = {2009},
     doi = {10.1155/2009/970723},
     zbl = {1177.90309},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05624610}
}

Wan, Zhong; Zhang, Shaojun; Wang, Yalin. Penalty algorithm based on conjugate gradient method for solving portfolio management problem.. Journal of Inequalities and Applications [electronic only], Tome 2009 (2009) . doi : 10.1155/2009/970723. http://gdmltest.u-ga.fr/item/05624610/