OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778)
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scientific article; zbMATH DE number 5031635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION |
scientific article; zbMATH DE number 5031635 |
Statements
OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (English)
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12 June 2006
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concave transaction costs
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cardinality constraint
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