Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096): Difference between revisions
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Revision as of 02:57, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs |
scientific article |
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Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (English)
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7 May 2020
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finance
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portfolio optimization
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bilevel optimization
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transaction costs
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conditional value at risk (CVaR)
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