Selecting portfolios with fixed costs and minimum transaction lots (Q5933840)
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scientific article; zbMATH DE number 1604606
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| default for all languages | No label defined |
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| English | Selecting portfolios with fixed costs and minimum transaction lots |
scientific article; zbMATH DE number 1604606 |
Statements
Selecting portfolios with fixed costs and minimum transaction lots (English)
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14 June 2001
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integer programming
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portfolio optimization
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transaction costs
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0.88863605260849
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0.8659055233001709
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0.8450820446014404
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0.8029698729515076
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