Efficient portfolios, sparse matrices, and entities: A retrospective

Efficient portfolios, sparse matrices, and entities: A retrospective

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Article ID: iaor20031925
Country: United States
Volume: 50
Issue: 1
Start Page Number: 154
End Page Number: 160
Publication Date: Jan 2002
Journal: Operations Research
Authors:
Keywords: history, finance & banking, matrices
Abstract:

In 1989 I was pleased and honored to be awarded the ORSA/TIMS (now INFORMS) John von Neumann Theory Prize for my work in portfolio theory, sparse matrices, and SIMSCRIPT. The following is a retrospective on my work in these fields.

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