Random credibilitic portfolio selection problem with different convex transaction costs (Q780216)
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scientific article; zbMATH DE number 7220744
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| English | Random credibilitic portfolio selection problem with different convex transaction costs |
scientific article; zbMATH DE number 7220744 |
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Random credibilitic portfolio selection problem with different convex transaction costs (English)
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15 July 2020
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mean variance portfolio optimization model
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random credibilitic variable
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convex transaction costs
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pivoting algorithm
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sequence quadratic programming
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0.8965861
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0.89401746
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0.8906983
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0.8891872
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0.8878591
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0.88769394
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0.8858423
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