Large scale portfolio optimization
By: by André F. Perold
Series: Working paper / Division of Research, Graduate School of Business Administration, Harvard University -- HBS 82-24; Working paper (Harvard University. Graduate School of Business Administration. Division of Research) -- HBS 82-24
Publisher: Division of Research, Graduate School of Business Administration, Harvard University
Published: 1981
Place of publication: Boston, Mass. (Soldiers Field, Boston, Mass. 02163)
Language: eng
Number of pages: 37
Subjects: Portfolio management; Investment analysis
Notes: Bibliography: leaves 35-37.