Sparse portfolio rebalancing model based on inverse optimization (Q5746700): Difference between revisions

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+Second-order cone programming
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+Lectures on Modern Convex Optimization
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+Models and simulations for portfolio rebalancing
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+Inverse conic programming with applications
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+Mean-absolute deviation portfolio optimization model under transaction costs
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+Portfolio optimization with linear and fixed transaction costs
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+Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
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+A CHANCE-CONSTRAINED PORTFOLIO SELECTION PROBLEM UNDER t-DISTRIBUTION
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+Portfolio rebalancing model using multiple criteria
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+Inverse optimization for linearly constrained convex separable programming problems
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+Portfolio adjusting optimization under credibility measures
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