Fairness and efficiency in multiportfolio optimization
Dan A. Iancu; Nikolaos Trichakis
| Year of publication: |
2014
|
|---|---|
| Authors: | Iancu, Dan A. ; Trichakis, Nikolaos |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 62.2014, 6, p. 1283-1301
|
| Subject: | portfolio optimization | multiportfolio | fairness | cost sharing | transaction costs | convex optimization | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Gerechtigkeit | Justice | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010471863