An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032): Difference between revisions
From MaRDI portal
Latest revision as of 22:35, 27 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An algorithm for portfolio optimization with variable transaction costs. I: Theory |
scientific article |
Statements
An algorithm for portfolio optimization with variable transaction costs. I: Theory (English)
0 references
5 May 2008
0 references
convex programming
0 references
portfolio optimization
0 references
variable transaction costs
0 references