Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929): Difference between revisions

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+Tiago Pascoal Filomena
@@ Property / author: Tiago Pascoal Filomena / rank @@
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+CPLEX
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+MaRDI publication profile
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+https://doi.org/10.1007/s10957-013-0348-y
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+W2071045682
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@@ Property / cites work @@
+An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
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+Selecting portfolios with fixed costs and minimum transaction lots
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+Portfolio optimization with linear and fixed transaction costs
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