scientific article; zbMATH DE number 5692060

zbMATH Open1212.90309MaRDI QIDQ5306856

Ilie Marinescu

Publication date: 12 April 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

portfolio optimizationbranch and bound algorithmconcave transaction cost

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

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