Pages that link to "Item:Q4889754"
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The following pages link to THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (Q4889754):
Displayed 21 items.
- Portfolio rebalancing model using multiple criteria (Q621706) (← links)
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← links)
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
- Two new models for portfolio selection with stochastic returns taking fuzzy information (Q869193) (← links)
- Risk curve and fuzzy portfolio selection (Q931739) (← links)
- Multi-objective possibilistic model for portfolio selection with transaction cost (Q1019786) (← links)
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
- A cutting plane algorithm for MV portfolio selection model (Q1036539) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- Heuristics for cardinality constrained portfolio optimization (Q1582684) (← links)
- A model for portfolio selection with order of expected returns. (Q1974275) (← links)
- An analytic derivation of admissible efficient frontier with borrowing (Q2383119) (← links)
- Neural network-based mean-variance-skewness model for portfolio selection (Q2384581) (← links)
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory (Q2433448) (← links)
- Portfolio selection with a new definition of risk (Q2462128) (← links)
- On admissible efficient portfolio selection: models and algorithms (Q2493766) (← links)
- Fuzzy chance-constrained portfolio selection (Q2497828) (← links)
- Dynamic portfolio management under competing representations (Q3374171) (← links)
- Matrix decomposition and Lagrangian dual method for discrete portfolio optimization under concave transaction costs (Q3572640) (← links)
- A compromise solution to mutual funds portfolio selection with transaction costs (Q5952507) (← links)