Pages that link to "Item:Q2574062"
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The following pages link to Optimization of a long-short portfolio under nonconvex transaction cost (Q2574062):
Displaying 11 items.
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Vector risk functions (Q1762365) (← links)
- Differential equations connecting VaR and CVaR (Q2012604) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- Dealing with complex transaction costs in portfolio management (Q2241051) (← links)
- Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (Q2661957) (← links)
