Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation (Q3627693): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: CPLEX / rank | |||
Normal rank | |||
Revision as of 13:09, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation |
scientific article |
Statements
Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation (English)
0 references
13 May 2009
0 references
piecewise transaction costs
0 references
integer quadratic programming
0 references
portfolio selection
0 references
linearization
0 references
