An algorithm for portfolio selection in a frictional market (Q858833): Difference between revisions
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| Property / DOI: 10.1016/j.amc.2006.05.048 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.amc.2006.05.048 / rank | |||
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| Property / OpenAlex ID: W2083702374 / rank | |||
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| 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 / rank | |||
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| Property / cites work: Portfolio selection problem with minimax type risk function / rank | |||
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| Property / cites work: Duality for portfolio optimization with short sales / rank | |||
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| Property / DOI: 10.1016/J.AMC.2006.05.048 / rank | |||
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Latest revision as of 05:40, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for portfolio selection in a frictional market |
scientific article |
Statements
An algorithm for portfolio selection in a frictional market (English)
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11 January 2007
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portfolio selection
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MAD model
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optimization
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