Pages that link to "Item:Q427038"
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The following pages link to VaR optimal portfolio with transaction costs (Q427038):
Displayed 14 items.
- Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
- Low order-value approach for solving var-constrained optimization problems (Q656968) (← links)
- Uncertain portfolio selection with background risk (Q671017) (← links)
- Mean-risk model for uncertain portfolio selection with background risk (Q1675937) (← links)
- A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
- Uncertain random portfolio selection based on risk curve (Q2156519) (← links)
- Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096) (← links)
- A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
- LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve (Q5877184) (← links)
- A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (Q6063782) (← links)