Mean-variance portfolio optimal problem under concave transaction cost (Q2490186)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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