[GSoC-PortA] mapping function

[Brian G. Peterson]

On 06/29/2013 11:34 AM, Doug Martin wrote:
> I'll eventually catch up on this stuff (sounds like you should call it
> "exterior point methods").  Meanwhile, do either of you have an
> electronic version of the following paper by Burns?
>
> /Burns, P., 2007, Random Portfolios for Performance Measurement, in
> Erricos John Kontoghiorghes & Cristian Gatu eds.: Optimization,
> Econometric and Financial Analysis (Springer)./
>

the working paper for that one is here:

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=630123

But the date on the book you cite is 2007, and I don't know what Pat 
changed, but the abstract and first page are nearly identical.

Regards,

Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
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