Index-plus-alpha tracking under concave transaction cost (Q1780349)
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scientific article; zbMATH DE number 2174263
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| default for all languages | No label defined |
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| English | Index-plus-alpha tracking under concave transaction cost |
scientific article; zbMATH DE number 2174263 |
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Index-plus-alpha tracking under concave transaction cost (English)
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7 June 2005
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portfolio optimization
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index tracking
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concave transaction cost
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concave minimization
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branch and bound method
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0.838371992111206
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0.8356270790100098
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0.8182823657989502
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0.795867919921875
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