Optimization of a long-short portfolio under nonconvex transaction cost (Q2574062): Difference between revisions

@@ Property / cites work @@
+Q3323698
@@ Property / cites work: Q3323698 / rank @@
+Normal rank
@@ Property / cites work @@
+An Algorithm for Separable Nonconvex Programming Problems
+Normal rank
@@ Property / cites work @@
+Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
+Normal rank
@@ Property / cites work @@
+Selecting portfolios with fixed costs and minimum transaction lots
+Normal rank
@@ Property / cites work @@
+An enumerative method for the solution of linear complementarity problems
+Normal rank
@@ Property / cites work @@
+Q3371137
@@ Property / cites work: Q3371137 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization on low rank nonconvex structures
@@ Property / cites work: Optimization on low rank nonconvex structures / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-absolute deviation portfolio optimization model under transaction costs
+Normal rank
@@ Property / cites work @@
+Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
+Normal rank
@@ Property / cites work @@
+Q3688092
@@ Property / cites work: Q3688092 / rank @@
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+Large-Scale Portfolio Optimization
@@ Property / cites work: Large-Scale Portfolio Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Decomposition branch and bound method for globally solving linearly constrained indefinite quadratic minimization problems
+Normal rank
@@ Property / cites work @@
+Convex analysis and global optimization
@@ Property / cites work: Convex analysis and global optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Q3137910
@@ Property / cites work: Q3137910 / rank @@
+Normal rank