Portfolio optimization with linear and fixed transaction costs (Q2480252)
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scientific article; zbMATH DE number 5255843
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio optimization with linear and fixed transaction costs |
scientific article; zbMATH DE number 5255843 |
Statements
Portfolio optimization with linear and fixed transaction costs (English)
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31 March 2008
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portfolio optimization
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transaction costs
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convex programming
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0.8572666049003601
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0.850527822971344
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0.8479877710342407
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0.8467447757720947
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0.8459115028381348
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