An algorithm for portfolio selection in a frictional market (Q858833): Difference between revisions

@@ Property / DOI @@
-.1016/j.amc.2006.05.048
@@ Property / DOI: 10.1016/j.amc.2006.05.048 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2006.05.048
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@@ Property / OpenAlex ID @@
+W2083702374
@@ Property / OpenAlex ID: W2083702374 / rank @@
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@@ Property / cites work @@
+Portfolio Optimization Under a Minimax Rule
@@ Property / cites work: Portfolio Optimization Under a Minimax Rule / rank @@
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@@ Property / cites work @@
+Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
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@@ Property / cites work @@
+Portfolio selection problem with minimax type risk function
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@@ Property / cites work @@
+Duality for portfolio optimization with short sales
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@@ Property / DOI @@
+.1016/J.AMC.2006.05.048
@@ Property / DOI: 10.1016/J.AMC.2006.05.048 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:858833