Pages that link to "Item:Q2576446"
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The following pages link to Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs (Q2576446):
Displaying 15 items.
- Successive smoothing algorithm for solving large-scale optimization models with fixed cost (Q492827) (← links)
- Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers (Q905752) (← links)
- An efficient algorithm for solving convex-convex quadratic fractional programs (Q946299) (← links)
- Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
- Dealing with complex transaction costs in portfolio management (Q2241051) (← links)
- A novel hybrid PSO-based metaheuristic for costly portfolio selection problems (Q2241553) (← links)
- Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- Portfolio rebalancing model with transaction costs using interval optimization (Q2359239) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION (Q3503130) (← links)
- A MAXIMAL PREDICTABILITY PORTFOLIO SUBJECT TO A TURNOVER CONSTRAINT (Q3560104) (← links)
- DC programming approach for portfolio optimization under step increasing transaction costs (Q3625227) (← links)
- Fuzzy portfolio optimization with tax, transaction cost and investment amount: a developing country case (Q5147629) (← links)
- DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231) (← links)
