Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (Q2661957)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) |
scientific article |
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Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (English)
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8 April 2021
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mean-variance portfolio selection
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transaction costs
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cardinality constraint
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time-varying nonlinear programming
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