Pages that link to "Item:Q3502128"
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The following pages link to SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128):
Displaying 10 items.
- A three-stage optimization algorithm for the stochastic parallel machine scheduling problem with adjustable production rates (Q1956018) (← links)
- Statistical theory powering data science (Q2194583) (← links)
- On discrete probability approximations for transaction cost problems (Q2326983) (← links)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
- Solving Impulse-Control Problems with Control Delays (Q2920950) (← links)
- Optimal trading strategies—a time series approach (Q3302654) (← links)
- The Impact of Proportional Transaction Costs on Systematically Generated Portfolios (Q5131412) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach (Q5234310) (← links)
- Optimal rebalancing of portfolios with transaction costs (Q5411910) (← links)
