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Z. Z. Zhang, “Convex Programming: Pivoting Algorithms for Portfolio Selection and Network Optimization,” Wuhan University Press, Wuhan, 2004.

has been cited by the following article:

• TITLE: An Efficient and Concise Algorithm for Convex Quadratic Programming and Its Application to Markowitz’s Portfolio Selection Model

  AUTHORS: Zhongzhen Zhang, Huayu Zhang

  KEYWORDS: Convex Quadratic Programming, Mean-Variance Portfolio Selection Model, Pivoting Algorithm

  JOURNAL NAME: Technology and Investment, Vol.2 No.4, November 4, 2011

  ABSTRACT: This paper presents a pivoting-based method for solving convex quadratic programming and then shows how to use it together with a parameter technique to solve mean-variance portfolio selection problems.