Mean-VaR portfolio selection under real constraints (Q625636): Difference between revisions

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+Analysis of the conditional stock-return distribution under incomplete specification.
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+Q4692508
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+Q4079017
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+Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
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+Genetic algorithms for portfolio selection problems with minimum transaction lots
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+Heuristic algorithms for the portfolio selection problem with minimum transaction lots
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+A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market
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+A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
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+Improving portfolio efficiency: a genetic algorithm approach
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