A polynomial optimization approach to constant rebalanced portfolio selection (Q694522)
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scientific article; zbMATH DE number 6115312
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A polynomial optimization approach to constant rebalanced portfolio selection |
scientific article; zbMATH DE number 6115312 |
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A polynomial optimization approach to constant rebalanced portfolio selection (English)
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12 December 2012
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multi-period portfolio optimization
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polynomial optimization problem
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constant rebalancing
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mean-variance criterion
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0.9079416
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0.89515436
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0.8680966
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0.8663814
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0.8661281
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0.86501724
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0.86373776
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0.86311936
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