REBALANCE SCHEDULE OPTIMIZATION OF A LARGE SCALE PORTFOLIO UNDER TRANSACTION COST (Q5403865)
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scientific article; zbMATH DE number 6271619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REBALANCE SCHEDULE OPTIMIZATION OF A LARGE SCALE PORTFOLIO UNDER TRANSACTION COST |
scientific article; zbMATH DE number 6271619 |
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REBALANCE SCHEDULE OPTIMIZATION OF A LARGE SCALE PORTFOLIO UNDER TRANSACTION COST (English)
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19 March 2014
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finance
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rebalance schedule
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gradual rebalance
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market impact cost
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absolute deviation
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\(0\)-\(1\) integer programming
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