An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis (Q2483030): Difference between revisions
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Revision as of 21:06, 11 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis |
scientific article |
Statements
An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis (English)
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5 May 2008
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Convex programming
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Portfolio optimization
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Variable transaction costs
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