Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384)
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scientific article; zbMATH DE number 5676002
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| English | Optimal portfolio selection for the small investor considering risk and transaction costs |
scientific article; zbMATH DE number 5676002 |
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Optimal portfolio selection for the small investor considering risk and transaction costs (English)
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1 March 2010
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portfolio selection
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transaction costs
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non-convex optimization
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0.91742736
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0.91060376
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0.8991674
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0.89632106
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0.89542675
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0.89391625
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0.89391625
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