Fairness and efficiency in multiportfolio optimization
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 | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory | Gerechtigkeit | Justice | Mathematische Optimierung | Mathematical programming | Wohlfahrtsökonomik | Welfare economics |
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