A portfolio optimization model with nonconvex costs (Q5458719)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5267095
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A portfolio optimization model with nonconvex costs |
scientific article; zbMATH DE number 5267095 |
Statements
23 April 2008
0 references
nonconvex transaction costs
0 references
mean-absolute deviation
0 references
feasible direction algorithm
0 references
the regularization function
0 references
0.847835123538971
0 references
0.8359354138374329
0 references
0.8274888396263123
0 references
0.8264167308807373
0 references
