Pages that link to "Item:Q3625227"
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The following pages link to DC programming approach for portfolio optimization under step increasing transaction costs (Q3625227):
Displaying 12 items.
- DC programming and DCA: thirty years of developments (Q1749443) (← links)
- A branch-and-bound algorithm embedded with DCA for DC programming (Q1954706) (← links)
- Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096) (← 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)
- Variations and extension of the convex-concave procedure (Q2358020) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
- Robust investment strategies with discrete asset choice constraints using DC programming (Q3553750) (← links)
- A difference of convex formulation of value-at-risk constrained optimization (Q3577837) (← links)
- Fuzzy portfolio optimization with tax, transaction cost and investment amount: a developing country case (Q5147629) (← links)
- The Maximum Ratio Clique Problem: A Continuous Optimization Approach and Some New Results (Q5356986) (← links)
