Optimization of a long-short portfolio under nonconvex transaction cost (Q2574062)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of a long-short portfolio under nonconvex transaction cost |
scientific article |
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Optimization of a long-short portfolio under nonconvex transaction cost (English)
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16 November 2005
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portfolio theory
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long-short portfolio
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concave cost
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d.c. cost
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branch and bound algorithm
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global optimization
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