Pages that link to "Item:Q2480252"
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The following pages link to Portfolio optimization with linear and fixed transaction costs (Q2480252):
Displaying 50 items.
- Portfolio analysis with transaction costs under uncertainty (Q267615) (← links)
- A maximum entropy method for a robust portfolio problem (Q296477) (← links)
- VaR optimal portfolio with transaction costs (Q427038) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Successive smoothing algorithm for solving large-scale optimization models with fixed cost (Q492827) (← links)
- Robust multi-sensor scheduling for multi-site surveillance (Q543509) (← links)
- A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
- Low order-value approach for solving var-constrained optimization problems (Q656968) (← links)
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization (Q734955) (← links)
- Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios (Q744224) (← links)
- Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
- Relaxed maximum a posteriori fault identification (Q1016851) (← links)
- A hybrid optimization approach to index tracking (Q1026552) (← links)
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
- Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926) (← links)
- Strong formulations for quadratic optimization with M-matrices and indicator variables (Q1650773) (← links)
- Extended formulations in mixed integer conic quadratic programming (Q1688453) (← links)
- Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
- A mixed 0--1 LP for index tracking problem with CVaR risk constraints (Q1761842) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Design of \(\mathcal H_2\) \((\mathcal H_\infty)\)-based optimal structured and sparse static output feedback gains (Q2012119) (← links)
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400) (← links)
- Tax-aware portfolio construction via convex optimization (Q2031994) (← links)
- Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods (Q2052389) (← links)
- Sparse portfolio selection via Bayesian multiple testing (Q2061782) (← links)
- A cooperative bargaining framework for decentralized portfolio optimization (Q2101458) (← links)
- The DTC (difference of tangentially convex functions) programming: optimality conditions (Q2146366) (← links)
- Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096) (← links)
- Chance-constrained games with mixture distributions (Q2238757) (← links)
- Dealing with complex transaction costs in portfolio management (Q2241051) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384) (← links)
- Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)
- Portfolio analysis with general commission (Q2313807) (← links)
- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
- A new portfolio rebalancing model with transaction costs (Q2336854) (← links)
- Periodic portfolio revision with transaction costs (Q2354016) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- An optimal time-management policy for labor supply and consumption decisions (Q2358162) (← links)
- Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
- Uncertain portfolio adjusting model using semiabsolute deviation (Q2403316) (← links)
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
- Log-robust portfolio management after transaction costs (Q2454357) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Data-driven portfolio management with quantile constraints (Q2516641) (← links)
- Cuts for mixed 0-1 conic programming (Q2571004) (← links)
- Time-varying minimum-cost portfolio insurance under transaction costs problem via beetle antennae search algorithm (BAS) (Q2657311) (← links)
- Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (Q2661957) (← links)
- Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
