Andrzej Palczewski, “LP Algorithms for Portfolio Optimization: The PortfolioOptim Package”, R Journal, 2018, 10(1), 308-327, https://doi.org/10.32614/RJ-2018-028
BibTeX
@article{RJ-2018-028,
author = {Andrzej Palczewski},
title = {LP Algorithms for Portfolio Optimization: The PortfolioOptim Package},
journal = {R Journal},
year = {2018},
volume = {10},
issue = {1},
pages = {308-327},
note = {https://journal.r-project.org/articles/RJ-2018-028/}
}