Portfolio problems with two levels decision-makers optimal portfolio selection with pricing decisions on transaction costs

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Veröffentlicht in:European journal of operational research
1. Verfasser: Leal, Marina (VerfasserIn)
Weitere Verfasser: Ponce, Diego (VerfasserIn), Puerto, Justo (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2020
Schlagworte:
Bilevel optimization > Conditional Value at Risk (CVaR) > Finance > Portfolio optimization > Transaction costs > Aufsatz in Zeitschrift
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