Mean-variance portfolio optimal problem under concave transaction cost (Q2490186): Difference between revisions

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Latest revision as of 13:36, 24 June 2024

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Mean-variance portfolio optimal problem under concave transaction cost
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    Mean-variance portfolio optimal problem under concave transaction cost (English)
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    28 April 2006
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    Mean-variance
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    Concave transaction cost
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    Globally optimal portfolio
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    Branch and bound algorithm
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    Efficient frontier
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