13.6 Further Reading: Portfolio Theory with Short Sales Constraints
- Mention other quadratic programming packages: ROI etc. See Doug’s book
- Mention Pfaff’s R book (Pfaff 2013) ??
- Mention Grilli’s book etc.
To be completed…
Pfaff, B. 2013. Financial Risk Modelling and Portfolio Optimization with R. Chichester, UK.: Wiley.