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):
Displaying 37 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- 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)
- Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
- Two new models for portfolio selection with stochastic returns taking fuzzy information (Q869193) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← 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)
- On interval portfolio selection problem (Q1794342) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- A model for portfolio selection with order of expected returns. (Q1974275) (← links)
- Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
- Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- A new portfolio rebalancing model with transaction costs (Q2336854) (← links)
- Periodic portfolio revision with transaction costs (Q2354016) (← links)
- An analytic derivation of admissible efficient frontier with borrowing (Q2383119) (← links)
- Neural network-based mean-variance-skewness model for portfolio selection (Q2384581) (← links)
- Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
- Uncertain portfolio adjusting model using semiabsolute deviation (Q2403316) (← 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)
- A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
- Dynamic portfolio management under competing representations (Q3374171) (← links)
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
- Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983) (← links)
- Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms (Q6160191) (← links)
- A Portfolio Selection Methodology Based on Data Envelopment Analysis (Q6160197) (← links)
