Mean-variance-skewness model for portfolio selection with transaction costs (Q3044157): Difference between revisions

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+Multi-stage stochastic linear programs for portfolio optimization
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+Portfolio Analysis in a Stable Paretian Market
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+Investment Strategies under Transaction Costs: The Finite Horizon Case
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+A mean-absolute deviation-skewness portfolio optimization model
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+A linear programming algorithm for optimal portfolio selection with transaction costs
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+Q4001511
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+Stochastic Network Programming for Financial Planning Problems
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+A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs
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+Large-Scale Portfolio Optimization
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+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
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