Portfolio optimization with linear and fixed transaction costs (Q2480252)

From MaRDI portal
Revision as of 07:17, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Portfolio optimization with linear and fixed transaction costs
scientific article

    Statements

    title
    Portfolio optimization with linear and fixed transaction costs (English)
    0 references
    author
    Miguel Sousa Lobo
    0 references
    Maryam Fazel
    0 references
    Stephen P. Boyd
    0 references
    publication date
    31 March 2008
    0 references
    zbMATH Keywords
    portfolio optimization
    0 references
    transaction costs
    0 references
    convex programming
    0 references
    describes a project that uses
    SOCP
    0 references
    SeDuMi
    0 references
    SDPpack
    0 references
    PDCO
    0 references
    Mosek
    0 references

    Identifiers

    zbMATH DE Number
    5255843
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2480252&oldid=26985901"
    Powered by MediaWiki