An algorithm for portfolio selection in a frictional market
type: Item
instance of: scholarly article
title: An algorithm for portfolio selection in a frictional market
zbMATH Open document ID: 1152.91533
author: Mingming Liu
author: Yan Gao
published in: Applied Mathematics and Computation
publication date: 2007-01-11T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 5115431
zbMATH Keywords: portfolio selection
zbMATH Keywords: MAD model
zbMATH Keywords: optimization
MaRDI profile type: Publication
full work available at URL: j.amc.2006.05.048
OpenAlex ID: W2083702374
cites work: Portfolio Optimization Under a Minimax Rule
cites work: Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
cites work: Portfolio selection problem with minimax type risk function
cites work: Duality for portfolio optimization with short sales
DOI: 10.1016/J.AMC.2006.05.048
description: scientific article; zbMATH DE number 5115431