Fairness and efficiency in multiportfolio optimization (Q2941424)
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scientific article; zbMATH DE number 6476749
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fairness and efficiency in multiportfolio optimization |
scientific article; zbMATH DE number 6476749 |
Statements
Fairness and Efficiency in Multiportfolio Optimization (English)
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28 August 2015
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portfolio optimization
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multiportfolio
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fairness
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cost sharing
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transaction costs
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convex optimization
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0.7712560892105103
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0.7612751126289368
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0.7591793537139893
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0.7442659139633179
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0.7246187925338745
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