This paper shows how to perform sensitivity analysis for Mean-Variance (MV) portfolio problems using a general form of parametric quadratic programming. The analysis allows an investor to examine how ...

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

This is a preview. Log in through your library . Abstract This paper surveys recently developed analytical methods for studying the sensitivity of DEA results to variations in the data. The focus is ...