Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints (Q598593): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints |
scientific article |
Statements
Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints (English)
0 references
12 August 2004
0 references
Portfolio optimization
0 references
D.c. programming
0 references
Nonconvex transaction cost
0 references
Minimal transaction unit constraint
0 references
Mean-absolute deviation model
0 references
