Pages that link to "Item:Q1868392"

The following pages link to Portfolio selection and transactions costs (Q1868392):

Displaying 17 items.

• A maximum entropy method for a robust portfolio problem (Q296477) (← links)
• VaR optimal portfolio with transaction costs (Q427038) (← links)
• Low order-value approach for solving var-constrained optimization problems (Q656968) (← links)
• Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
• A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
• Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
• A new portfolio rebalancing model with transaction costs (Q2336854) (← links)
• Portfolio rebalancing model with transaction costs using interval optimization (Q2359239) (← links)
• Quadratic programming with transaction costs (Q2384580) (← links)
• An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032) (← links)
• Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
• A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
• No-transaction bounds and estimation risk (Q3568906) (← links)
• Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)
• Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421) (← links)
• Sparse portfolio rebalancing model based on inverse optimization (Q5746700) (← links)