DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11590-015-0931-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1462197815 / rank | |||
Normal rank | |||
Revision as of 00:24, 20 March 2024
scientific article; zbMATH DE number 6550152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DC programming approaches for discrete portfolio optimization under concave transaction costs |
scientific article; zbMATH DE number 6550152 |
Statements
DC programming approaches for discrete portfolio optimization under concave transaction costs (English)
0 references
4 March 2016
0 references
portfolio optimization
0 references
DC programming
0 references
DCA
0 references
branch and bound
0 references
DC relaxation
0 references
concave transaction costs
0 references
nonconvex integer program
0 references
