MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS (Q3523608): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS |
scientific article |
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MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS (English)
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3 September 2008
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portfolio optimization
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index tracking
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concave transaction cost
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minimal transaction unit
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branch and bound algorithm
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mean-absolute deviation model
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