Minimal concave cost rebalance of a portfolio to the efficient frontier (Q1403305)
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scientific article; zbMATH DE number 1973086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal concave cost rebalance of a portfolio to the efficient frontier |
scientific article; zbMATH DE number 1973086 |
Statements
Minimal concave cost rebalance of a portfolio to the efficient frontier (English)
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1 September 2003
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mean-absolute deviation model
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concave cost minimization
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optimization over the efficient set
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global optimization
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