Login / Signup
Optimal portfolio construction/rebalancing under nonconvex transaction cost.
Hiroshi Konno
Annista Wijayanayake
Published in:
CIFEr (2000)
Keyphrases
</>
transaction costs
portfolio selection
optimal portfolio
portfolio management
stock exchange
portfolio optimization
objective function
optimization problems
convex optimization
evolutionary algorithm
robust optimization
neural network
complex systems
transaction cost economics