Pages that link to "Item:Q439922"
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The following pages link to Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922):
Displayed 7 items.
- Characterization of efficient frontier for mean-variance model with a drawdown constraint (Q902570) (← links)
- Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
- Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
- Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (Q2218885) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
- Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection (Q5859015) (← links)