Portfolio selection with transaction costs
From MaRDI portal
Publication:3530894
Recommendations
Cited in
(31)- A minimax method for optimal portfolio selection with transaction costs
- Uncertain portfolio selection model considering transaction costs and minimum transaction lots requirement
- Portfolio optimization with transaction costs: a two-period mean-variance model
- Portfolio selection with transaction costs under expected shortfall constraints
- Optimal portfolio selection for the small investor considering risk and transaction costs
- A compromise solution to mutual funds portfolio selection with transaction costs
- Efficient frontier and optimal strategies of mutual funds
- Multi-asset portfolio selection problem with transaction costs
- Dealing with complex transaction costs in portfolio management
- scientific article; zbMATH DE number 5008177 (Why is no real title available?)
- Dynamic portfolio selection with market impact costs
- Money, transactions and portfolio choice
- Transaction cost optimization for online portfolio selection
- Portfolio Choice with Transaction Costs: A User’s Guide
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs
- Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs
- An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions
- scientific article; zbMATH DE number 1895622 (Why is no real title available?)
- Fuzzy model for portfolio selection with transaction cost
- Solving portfolio investment with full transaction cost
- The attainability of the portfolio optimization under transaction costs
- Building an optimal portfolio in discrete time in the presence of transaction costs
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
- An optimal portfolio selection model with transaction costs under the constraint of higher moments
- scientific article; zbMATH DE number 2219366 (Why is no real title available?)
- Optimal portfolio selection of assets with transaction costs and no short sales
- The efficient frontier and optimal strategies of mutual funds
- scientific article; zbMATH DE number 1563215 (Why is no real title available?)
- Two-stage fuzzy portfolio selection problem with transaction costs
- Portfolio analysis with transaction costs under uncertainty
- Mean-variance-skewness model for portfolio selection with transaction costs
This page was built for publication: Portfolio selection with transaction costs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3530894)
