Portfolio rebalancing model with transaction costs using interval optimization (Q2359239): Difference between revisions

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+https://doi.org/10.1007/s12597-015-0210-0
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+W272304405
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@@ Property / cites work @@
+Portfolio selection and transactions costs
@@ Property / cites work: Portfolio selection and transactions costs / rank @@
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+An Algorithm for Portfolio Optimization with Transaction Costs
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+An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes
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+Portfolio rebalancing model with transaction costs based on fuzzy decision theory
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+Portfolio selection problem with interval coefficients
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+Selecting portfolios with fixed costs and minimum transaction lots
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+Mean-absolute deviation portfolio optimization model under transaction costs
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+Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs
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+Mean-variance-skewness model for portfolio selection with transaction costs
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+The mean-absolute deviation portfolio selection problem with interval-valued returns
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+A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs
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+Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
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+A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
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+Portfolio adjusting optimization under credibility measures
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