Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2019.12.039
@@ Property / DOI: 10.1016/j.ejor.2019.12.039 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3000512791
@@ Property / OpenAlex ID: W3000512791 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04174
@@ Property / arXiv ID: 1804.04174 / rank @@
+Normal rank
@@ Property / cites work @@
+Kernel search: a new heuristic framework for portfolio selection
+Normal rank
@@ Property / cites work @@
+Optimal portfolio selection for the small investor considering risk and transaction costs
+Normal rank
@@ Property / cites work @@
+Portfolio-optimization models for small investors
@@ Property / cites work: Portfolio-optimization models for small investors / rank @@
+Normal rank
@@ Property / cites work @@
+The optimal portfolio problem with coherent risk measure constraints.
+Normal rank
@@ Property / cites work @@
+Partitioning procedures for solving mixed-variables programming problems
+Normal rank
@@ Property / cites work @@
+An algebraic approach to integer portfolio problems
+Normal rank
@@ Property / cites work @@
+Bilevel programming: a survey
@@ Property / cites work: Bilevel programming: a survey / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Selecting portfolios with fixed costs and minimum transaction lots
+Normal rank
@@ Property / cites work @@
+years of portfolio optimization: practical challenges and current trends
+Normal rank
@@ Property / cites work @@
+Optimization of a long-short portfolio under nonconvex transaction cost
+Normal rank
@@ Property / cites work @@
+Portfolio optimisation with strictly positive transaction costs and impulse control
+Normal rank
@@ Property / cites work @@
+VaR optimal portfolio with transaction costs
@@ Property / cites work: VaR optimal portfolio with transaction costs / rank @@
+Normal rank
@@ Property / cites work @@
+Bilevel programming and price setting problems
@@ Property / cites work: Bilevel programming and price setting problems / rank @@
+Normal rank
@@ Property / cites work @@
+DC programming approach for portfolio optimization under step increasing transaction costs
+Normal rank
@@ Property / cites work @@
+Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs
+Normal rank
@@ Property / cites work @@
+Portfolio optimization with linear and fixed transaction costs
+Normal rank
@@ Property / cites work @@
+Portfolio selection with transactions costs
@@ Property / cites work: Portfolio selection with transactions costs / rank @@
+Normal rank
@@ Property / cites work @@
+Q4457756
@@ Property / cites work: Q4457756 / rank @@
+Normal rank
@@ Property / cites work @@
+Twenty years of linear programming based portfolio optimization
+Normal rank
@@ Property / cites work @@
+Linear and mixed integer programming for portfolio optimization
+Normal rank
@@ Property / cites work @@
+Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
+Normal rank
@@ Property / cites work @@
+OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
+Normal rank
@@ Property / cites work @@
+Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization
+Normal rank
@@ Property / cites work @@
+Revisiting \(k\)-sum optimization
@@ Property / cites work: Revisiting \(k\)-sum optimization / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.EJOR.2019.12.039
@@ Property / DOI: 10.1016/J.EJOR.2019.12.039 / rank @@
+Normal rank