PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL (Q5696859)
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scientific article; zbMATH DE number 2216239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL |
scientific article; zbMATH DE number 2216239 |
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PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL (English)
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19 October 2005
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small fund
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mean-absolute deviation model
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concave transaction cost
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minimal transaction unit constraint
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branch and bound algorithm
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