Pages that link to "Item:Q2483032"

The following pages link to An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032):

Displaying 4 items.

• Degeneracy resolution for bilinear utility functions (Q650206) (← links)
• Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
• An optimal time-management policy for labor supply and consumption decisions (Q2358162) (← links)
• An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis (Q2483030) (← links)