Multi-period mean-variance optimization with cardinality constraints (Q2824573)
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scientific article; zbMATH DE number 6635130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period mean-variance optimization with cardinality constraints |
scientific article; zbMATH DE number 6635130 |
Statements
6 October 2016
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multi-period portfolio selection
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mean-variance
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cardinality constraint
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transaction costs
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discrete approximate iteration
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Multi-period mean-variance optimization with cardinality constraints (English)
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