A linear programming algorithm for optimal portfolio selection with transaction costs (Q3366323)
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scientific article; zbMATH DE number 5006305
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A linear programming algorithm for optimal portfolio selection with transaction costs |
scientific article; zbMATH DE number 5006305 |
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A linear programming algorithm for optimal portfolio selection with transaction costs (English)
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14 February 2006
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0.8809878826141357
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0.8477574586868286
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0.8474533557891846
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0.8435744643211365
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0.8410608768463135
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