[GSoC-PortA] mapping function

[Doug Martin]

Thanks!!  Doug


-----Original Message-----
From: gsoc-porta-bounces at lists.r-forge.r-project.org
[mailto:gsoc-porta-bounces at lists.r-forge.r-project.org] On Behalf Of Brian
G. Peterson
Sent: Saturday, June 29, 2013 12:14 PM
To: gsoc-porta at r-forge.wu-wien.ac.at
Subject: Re: [GSoC-PortA] mapping function

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/
Ph: 773-459-4973
IM: bgpbraverock
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