Quadratic programming with transaction costs (Q2384580)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Quadratic programming with transaction costs |
scientific article; zbMATH DE number 5199335
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quadratic programming with transaction costs |
scientific article; zbMATH DE number 5199335 |
Statements
Quadratic programming with transaction costs (English)
0 references
10 October 2007
0 references
Quadratic programming
0 references
active set algorithm
0 references
portfolio optimization
0 references
transaction costs
0 references
0.9085214734077454
0 references
0.8842017650604248
0 references
0.8474533557891846
0 references
0.8425922989845276
0 references
