Pages that link to "Item:Q439922"

The following pages link to Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922):

Displaying 7 items.

• Characterization of efficient frontier for mean-variance model with a drawdown constraint (Q902570) (← links)
• Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
• Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
• Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (Q2218885) (← links)
• Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
• Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
• Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)