Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1780597 |
Changed an Item |
||
| Property / author | |||
| Property / author: John E. Mitchell / rank | |||
Normal rank | |||
Revision as of 10:11, 29 February 2024
scientific article; zbMATH DE number 6179992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs |
scientific article; zbMATH DE number 6179992 |
Statements
Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (English)
0 references
24 June 2013
0 references
portfolio optimization
0 references
transaction costs
0 references
market impact costs
0 references
rebalancing
0 references
conic optimization
0 references
convex optimization
0 references
