Pages that link to "Item:Q3115937"
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The following pages link to An Algorithm for Portfolio Optimization with Transaction Costs (Q3115937):
Displayed 6 items.
- Degeneracy resolution for bilinear utility functions (Q650206) (← links)
- Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841) (← links)
- Quadratic programming with transaction costs (Q2384580) (← links)
- An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis (Q2483030) (← links)
- An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032) (← links)
- No-transaction bounds and estimation risk (Q3568906) (← links)