An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Portfolio selection and transactions costs / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Quadratic programming with transaction costs / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An Algorithm for Portfolio Optimization with Transaction Costs / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5446112 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Class of Accelerated Conjugate Direction Methods for Linearly Constrained Minimization Problems / rank | |||
Normal rank | |||
Latest revision as of 22:35, 27 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for portfolio optimization with variable transaction costs. I: Theory |
scientific article |
Statements
An algorithm for portfolio optimization with variable transaction costs. I: Theory (English)
0 references
5 May 2008
0 references
convex programming
0 references
portfolio optimization
0 references
variable transaction costs
0 references
