Quadratic programming with transaction costs (Q2384580)
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scientific article; zbMATH DE number 5199335
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quadratic programming with transaction costs |
scientific article; zbMATH DE number 5199335 |
Statements
Quadratic programming with transaction costs (English)
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10 October 2007
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Quadratic programming
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active set algorithm
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portfolio optimization
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transaction costs
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0.9085214734077454
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0.8842017650604248
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0.8474533557891846
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0.8425922989845276
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