A Financial Model for a Multi-Period Portfolio Optimization Problem with a Variational Formulation (Q5234229)
From MaRDI portal
scientific article; zbMATH DE number 7110227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Financial Model for a Multi-Period Portfolio Optimization Problem with a Variational Formulation |
scientific article; zbMATH DE number 7110227 |
Statements
A Financial Model for a Multi-Period Portfolio Optimization Problem with a Variational Formulation (English)
0 references
25 September 2019
0 references
multi-period portfolio selection problem
0 references
Markowitz mean-variance optimization problem
0 references
intermediaries
0 references
transaction costs
0 references
taxes
0 references
integer nonlinear programming
0 references
