DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231)
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scientific article; zbMATH DE number 6550152
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| English | DC programming approaches for discrete portfolio optimization under concave transaction costs |
scientific article; zbMATH DE number 6550152 |
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DC programming approaches for discrete portfolio optimization under concave transaction costs (English)
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4 March 2016
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portfolio optimization
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DC programming
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DCA
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branch and bound
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DC relaxation
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concave transaction costs
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nonconvex integer program
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0.8932895660400391
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0.8428269624710083
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0.8246335387229919
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0.8129565119743347
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