scientific article; zbMATH DE number 5267095
From MaRDI portal
Publication:5458719
zbMATH Open1150.90447MaRDI QIDQ5458719
Publication date: 23 April 2008
Title of this publication is not available (Why is that?)
feasible direction algorithmmean-absolute deviationnonconvex transaction coststhe regularization function
Related Items (3)
Portfolio optimization model with and without options under additional constraints ⋮ Nonlinear optimization problem of interdependent investment projects portfolio ⋮ Risk-sensitive portfolio optimization problems with general nonnegative factor models
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5458719)
