Pages that link to "Item:Q889558"

The following pages link to Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558):

Displaying 16 items.

• Multi-period mean-variance portfolio selection with fixed and proportional transaction costs (Q380498) (← links)
• VaR optimal portfolio with transaction costs (Q427038) (← links)
• 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 novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
• A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
• (Q2983939) (← links)
• (Q4258744) (← links)
• Intertemporal portfolio optimization with small transaction costs and stochastic variance (Q4811675) (← links)
• THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (Q4889754) (← links)
• (Q4998286) (← links)
• Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
• Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness (Q5139542) (← links)
• Input Demand Under Joint Energy and Output Prices Uncertainties (Q5359061) (← links)
• Linear versus quadratic portfolio optimization model with transaction cost (Q6051824) (← links)
• Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)