Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs

No abstract is available for this paper.

• Publication year

  2014

• Venue

  Computational Management Science

• Publication date

  2014-05-10

• Fields of study

  Mathematics, Business, Computer Science

• Identifiers
  DOI 10.1007/s10287-014-0209-7
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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