Index-plus-alpha tracking under concave transaction cost (Q1780349): Difference between revisions
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| Property / DOI: 10.3934/jimo.2005.1.87 / rank | |||
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Latest revision as of 10:53, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Index-plus-alpha tracking under concave transaction cost |
scientific article |
Statements
Index-plus-alpha tracking under concave transaction cost (English)
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7 June 2005
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portfolio optimization
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index tracking
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concave transaction cost
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concave minimization
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branch and bound method
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