Open AccessVisualizing and Optimizing Portfolio with Nonlinear Transaction Costs and Specific Constraints
Author(s) -
Jimbo Henri,
Jawad Azimi,
Bianca ChenwiBianca Chenwi,
Ngongo Isidore
Publication year - 2020
Publication title -
advances in image and video processing
Language(s) - English
Resource type - Journals
ISSN - 2054-7412
DOI - 10.14738/aivp.81.7530
Subject(s) - portfolio , portfolio optimization , mathematical optimization , transaction cost , bond , computer science , heuristic , probabilistic logic , nonlinear system , merton's portfolio problem , economics , replicating portfolio , mathematics , microeconomics , financial economics , finance , physics , quantum mechanics , artificial intelligence
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