Proximal linearized method for sparse equity portfolio optimization with minimum transaction cost
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
1 Online-Ressource.
- Sprache
-
Englisch
- Erschienen in
-
Proximal linearized method for sparse equity portfolio optimization with minimum transaction cost ; volume:2023 ; number:1 ; day:21 ; month:11 ; year:2023 ; pages:1-16 ; date:12.2023
Journal of inequalities and applications ; 2023, Heft 1 (21.11.2023), 1-16, 12.2023
- Urheber
-
Sim, Hong Seng
Ling, Wendy Shin Yie
Leong, Wah June
Chen, Chuei Yee
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1186/s13660-023-03055-4
- URN
-
urn:nbn:de:101:1-2024021210131705090468
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:28 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Sim, Hong Seng
- Ling, Wendy Shin Yie
- Leong, Wah June
- Chen, Chuei Yee
- SpringerLink (Online service)
Ähnliche Objekte (12)
Markowitz portfolios under transaction costs
Portfolio strategies with transaction costs
Markowitz portfolios under transaction costs
Sparse and stable Markowitz portfolios
Split proximal linearized algorithm and convergence theorems for the split DC program
Portfolio Optimization and Stochastic Control under Transaction Costs
Worst-Case Portfolio Optimization: Transaction Costs and Bubbles
Effective Convergence Trading of Sparse, Mean Reverting Portfolios
Bregman Proximal Linearized ADMM for Minimizing Separable Sums Coupled by a Difference of Functions
Holographic isotropization linearized
Large-scale portfolio allocation under transaction costs and model uncertainty
Doubly elastic net regularized online portfolio optimization with transaction costs
Markowitz portfolios under transaction costs
Portfolio strategies with transaction costs
Markowitz portfolios under transaction costs
Sparse and stable Markowitz portfolios
Split proximal linearized algorithm and convergence theorems for the split DC program
Portfolio Optimization and Stochastic Control under Transaction Costs
Worst-Case Portfolio Optimization: Transaction Costs and Bubbles
Effective Convergence Trading of Sparse, Mean Reverting Portfolios
Bregman Proximal Linearized ADMM for Minimizing Separable Sums Coupled by a Difference of Functions
Holographic isotropization linearized
Large-scale portfolio allocation under transaction costs and model uncertainty
Doubly elastic net regularized online portfolio optimization with transaction costs
Markowitz portfolios under transaction costs
Portfolio strategies with transaction costs
Markowitz portfolios under transaction costs
Sparse and stable Markowitz portfolios
Split proximal linearized algorithm and convergence theorems for the split DC program
Portfolio Optimization and Stochastic Control under Transaction Costs
Worst-Case Portfolio Optimization: Transaction Costs and Bubbles
Effective Convergence Trading of Sparse, Mean Reverting Portfolios
Bregman Proximal Linearized ADMM for Minimizing Separable Sums Coupled by a Difference of Functions
Holographic isotropization linearized
Large-scale portfolio allocation under transaction costs and model uncertainty