Pages that link to "Item:Q5299910"

The following pages link to Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910):

Displaying 6 items.

• A global optimization problem in portfolio selection (Q839845) (← links)
• Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (Q2218885) (← links)
• A macroscopic portfolio model: from rational agents to bounded rationality (Q2312403) (← links)
• A new portfolio rebalancing model with transaction costs (Q2336854) (← links)
• A semidefinite programming heuristic for quadratic programming problems with complementarity constraints (Q2487469) (← links)
• Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)