A polynomial optimization approach to constant rebalanced portfolio selection
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Publication:694522
DOI10.1007/S10589-011-9436-9zbMATH Open1259.91080OpenAlexW2007383769MaRDI QIDQ694522FDOQ694522
Publication date: 12 December 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-011-9436-9
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polynomial optimization problemmean-variance criterionconstant rebalancingmulti-period portfolio optimization
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