Mean-variance portfolio optimal problem under concave transaction cost (Q2490186): Difference between revisions

@@ Property / author @@
+Cheng-Xian Xu
@@ Property / author: Cheng-Xian Xu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2005.05.005
+Normal rank
@@ Property / OpenAlex ID @@
+W2020793617
@@ Property / OpenAlex ID: W2020793617 / rank @@
+Normal rank
@@ Property / cites work @@
+An Algorithm for Separable Nonconvex Programming Problems
+Normal rank
@@ Property / cites work @@
+Introduction to global optimization
@@ Property / cites work: Introduction to global optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
+Normal rank
@@ Property / cites work @@
+Optimization on low rank nonconvex structures
@@ Property / cites work: Optimization on low rank nonconvex structures / rank @@
+Normal rank
@@ Property / cites work @@
+Decomposition branch and bound method for globally solving linearly constrained indefinite quadratic minimization problems
+Normal rank
@@ Property / cites work @@
+Convex analysis and global optimization
@@ Property / cites work: Convex analysis and global optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Q5638112
@@ Property / cites work: Q5638112 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4658641
@@ Property / cites work: Q4658641 / rank @@
+Normal rank
@@ Property / cites work @@
+A branch and bound algorithm for solving a class of D-C programming
+Normal rank