ZHOU, Junyi; LIU, Changming; LIANG, Bohao. Portfolio optimization based on quadratic programming: a comparative risk-return analysis with mean-variance model under different time periods. Finance & Economics, [S. l.], v. 3, n. 1, p. 5062, 2025. DOI: 10.61173/wdzyjh14. Disponível em: https://fe.deanfrancis.press/article/view/1150. Acesso em: 4 nov. 2026.