Pages that link to "Item:Q889558"
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The following pages link to Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558):
Displayed 4 items.
- Joint tails impact in stochastic volatility portfolio selection models (Q827150) (← links)
- Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
- Input Demand Under Joint Energy and Output Prices Uncertainties (Q5359061) (← links)