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The optimization of a quadratic function subject to linear constraints
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The optimization of a quadratic function subject to linear constraints
The optimization of a quadratic function subject to linear constraints
HM
Harry Markowitz
Harry Markowitz
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1 March 1956
journal article
research article
Published by
Wiley
in
Naval Research Logistics Quarterly
Vol. 3
(1-2)
,
111-133
https://doi.org/10.1002/nav.3800030110
Abstract
No abstract available
Cited by 318 articles