An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis (Q2483030): Difference between revisions

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+An Algorithm for Portfolio Optimization with Transaction Costs
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+An algorithm for portfolio optimization with variable transaction costs. I: Theory
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+Q3694971
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+The Symmetric Formulation of the Simplex Method for Quadratic Programming
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+Q3844775
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+An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
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+Interior path following primal-dual algorithms. II: Convex quadratic programming
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+A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
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