Pages that link to "Item:Q1342041"

The following pages link to A simple algorithm to incorporate transactions costs in quadratic optimization (Q1342041):

Displaying 8 items.

• Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
• Heuristics for cardinality constrained portfolio optimization (Q1582684) (← links)
• An evolutionary heuristic for the index tracking problem. (Q1812009) (← links)
• On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH (Q2288978) (← links)
• Dynamic portfolio management under competing representations (Q3374171) (← links)
• MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS (Q3523608) (← links)
• Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)
• Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421) (← links)