An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032): Difference between revisions

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+https://doi.org/10.1007/s10957-007-9252-7
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+W1969251391
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+Portfolio selection and transactions costs
@@ Property / cites work: Portfolio selection and transactions costs / rank @@
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+Quadratic programming with transaction costs
@@ Property / cites work: Quadratic programming with transaction costs / rank @@
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@@ Property / cites work @@
+An Algorithm for Portfolio Optimization with Transaction Costs
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+Q5446112
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+A Class of Accelerated Conjugate Direction Methods for Linearly Constrained Minimization Problems
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