A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs (Q3950281)
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scientific article; zbMATH DE number 3769309
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs |
scientific article; zbMATH DE number 3769309 |
Statements
A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs (English)
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1982
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optimal portfolio selection
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fixed transaction costs
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specially structured variance-covariance matrix of returns
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algorithm
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finance
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investments
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