Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation (Q3627693): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-540-87477-5_21
+Normal rank
@@ Property / OpenAlex ID @@
+W1593419487
@@ Property / OpenAlex ID: W1593419487 / rank @@
+Normal rank
@@ Property / cites work @@
+On an Investment-Consumption Model with Transaction Costs
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment and consumption with transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal Impulse Control of Portfolios
@@ Property / cites work: Optimal Impulse Control of Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Heuristic algorithms for the portfolio selection problem with minimum transaction lots
+Normal rank
@@ Property / cites work @@
+Models for representing piecewise linear cost functions
+Normal rank
@@ Property / cites work @@
+Exact solution of multicommodity network optimization problems with general step cost functions
+Normal rank