scientific article

zbMATH Open1240.91141MaRDI QIDQ3170980

Hongjie Zhang, Xuanyu Shu, Yanqin Bai

Publication date: 29 September 2011

Title of this publication is not available (Why is that?)

zbMATH Keywords

linear programmingtransaction costssecond-order cone programmingrobust portfolio optimization

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Portfolio theory (91G10)

Related Items (2)

Robust portfolio optimization: a conic programming approach ⋮ Robust multiobjective optimization \& applications in portfolio optimization

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