Pages that link to "Item:Q2455612"

The following pages link to A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612):

Displaying 3 items.

• Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
• Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876) (← links)
• A dynamic programming approach to constrained portfolios (Q2355875) (← links)