Pages that link to "Item:Q3115937"

The following pages link to An Algorithm for Portfolio Optimization with Transaction Costs (Q3115937):

Displaying 15 items.

• Degeneracy resolution for bilinear utility functions (Q650206) (← links)
• Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
• Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841) (← links)
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← 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)
• A new portfolio rebalancing model with transaction costs (Q2336854) (← links)
• Portfolio rebalancing model with transaction costs using interval optimization (Q2359239) (← links)
• Quadratic programming with transaction costs (Q2384580) (← links)
• An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis (Q2483030) (← links)
• An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• No-transaction bounds and estimation risk (Q3568906) (← links)
• Dotted Representations of Mean-Variance Efficient Frontiers and their Computation (Q6160190) (← links)
• Cashflow-driven investment beyond expectations (Q6656767) (← links)