Pages that link to "Item:Q380498"
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The following pages link to Multi-period mean-variance portfolio selection with fixed and proportional transaction costs (Q380498):
Displaying 9 items.
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Robust multi-period and multi-objective portfolio selection (Q2031367) (← links)
- Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
- Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
- Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs (Q6159094) (← links)
- Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)
