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scientific article; zbMATH DE number 2148977
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scientific article; zbMATH DE number 2148977

    Statements

    publication date
    23 March 2005
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    zbMATH Keywords
    nonlinear optimization
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    iterative algorithms
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    portfolio theory
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    re-balancing
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    transaction costs
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    downside risk
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    Identifiers

    Mathematics Subject Classification ID
    90-02
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    90C30
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    91B28
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    90-01
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    91-01
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    zbMATH DE Number
    2148977
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