Pages that link to "Item:Q2490186"
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The following pages link to Mean-variance portfolio optimal problem under concave transaction cost (Q2490186):
Displaying 11 items.
- Characterization of efficient frontier for mean-variance model with a drawdown constraint (Q902570) (← links)
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory (Q903560) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- A branch-and-bound algorithm embedded with DCA for DC programming (Q1954706) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- Dealing with complex transaction costs in portfolio management (Q2241051) (← links)
- A multiplicative weights update algorithm for MINLP (Q2397756) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- DC programming approach for portfolio optimization under step increasing transaction costs (Q3625227) (← links)
- Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)
