Pages that link to "Item:Q3605210"
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The following pages link to Large scale portfolio optimization with piecewise linear transaction costs (Q3605210):
Displaying 6 items.
- VaR optimal portfolio with transaction costs (Q427038) (← links)
- Low order-value approach for solving var-constrained optimization problems (Q656968) (← links)
- Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (Q1722753) (← links)
- A cooperative bargaining framework for decentralized portfolio optimization (Q2101458) (← links)
- Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
- Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)
