Portfolio selection and transactions costs
type: Item
instance of: scholarly article
title: Portfolio selection and transactions costs
zbMATH Open document ID: 1031.90049
DOI: 10.1023/A:1021806200854
author: Michael J. Best
author: Jaroslava Hlouskova
published in: Computational Optimization and Applications
publication date: 2003-04-27T00:00:00Z
Mathematics Subject Classification ID: 90C31
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 1901454
zbMATH Keywords: parametric quadratic programming
zbMATH Keywords: portfolio optimization
zbMATH Keywords: transactions costs
MaRDI profile type: Publication
full work available at URL: a:1021806200854
OpenAlex ID: W185892825
description: scientific article; zbMATH DE number 1901454