Primal-dual methods for the computation of trading regions under proportional transaction costs (Q1939506): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 16:43, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Primal-dual methods for the computation of trading regions under proportional transaction costs |
scientific article |
Statements
Primal-dual methods for the computation of trading regions under proportional transaction costs (English)
0 references
4 March 2013
0 references
portfolio optimization
0 references
transaction costs
0 references
complementarity problem
0 references
semi-smooth Newton method
0 references
augmented Lagrangian method
0 references