Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1804.04174 / rank | |||
Normal rank | |||
Revision as of 01:41, 19 April 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 |
Statements
Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (English)
0 references
7 May 2020
0 references
finance
0 references
portfolio optimization
0 references
bilevel optimization
0 references
transaction costs
0 references
conditional value at risk (CVaR)
0 references
