SOLVING LARGE SCALE MEAN-VARIANCE MODELS WITH DENSE NON-FACTORABLE COVARIANCE MATRICES

Autor:	Naoya Kawadai, Hiroshi Konno
Rok vydání:	2001
Předmět:	Scale (ratio) Statistics General Decision Sciences Mean variance Management Science and Operations Research Covariance Mathematics
Zdroj:	Journal of the Operations Research Society of Japan. 44:251-260
ISSN:	2188-8299 0453-4514
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::a5b2eaef77915f71ad4f34c6200de4c5 https://doi.org/10.15807/jorsj.44.251 Zobrazit plný text záznamu