Stephen Braun

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs
Optimization Methods & Software
2013-06-24Paper
A semidefinite programming heuristic for quadratic programming problems with complementarity constraints
Computational Optimization and Applications
2005-08-05Paper


Research outcomes over time


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