Sparse portfolio rebalancing model based on inverse optimization (Q5746700)
From MaRDI portal
scientific article; zbMATH DE number 6256392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse portfolio rebalancing model based on inverse optimization |
scientific article; zbMATH DE number 6256392 |
Statements
Sparse portfolio rebalancing model based on inverse optimization (English)
0 references
7 February 2014
0 references
portfolio rebalancing
0 references
sparse
0 references
inverse optimization
0 references
second-order cone program
0 references
0 references
