Pages that link to "Item:Q5933840"

The following pages link to Selecting portfolios with fixed costs and minimum transaction lots (Q5933840):

Displaying 38 items.

• A discontinuous mispricing model under asymmetric information (Q319248) (← links)
• Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
• Kernel search: a new heuristic framework for portfolio selection (Q434181) (← links)
• Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
• Successive smoothing algorithm for solving large-scale optimization models with fixed cost (Q492827) (← links)
• A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
• Factor neutral portfolios (Q747746) (← links)
• Portfolio selection: a linear approach with dual expected utility (Q849753) (← links)
• On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (Q853084) (← links)
• A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
• Models and simulations for portfolio rebalancing (Q1038764) (← links)
• Heuristic algorithms for the portfolio selection problem with minimum transaction lots (Q1296348) (← links)
• Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
• A mispricing model of stocks under asymmetric information (Q1926893) (← links)
• Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
• Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096) (← links)
• Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
• Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
• Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
• Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
• Particle swarm optimization with dynamic random population topology strategies for a generalized portfolio selection problem (Q2311292) (← links)
• Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
• Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
• Portfolio rebalancing model with transaction costs using interval optimization (Q2359239) (← links)
• Genetic algorithms for portfolio selection problems with minimum transaction lots (Q2456434) (← links)
• Conditional value at risk and related linear programming models for portfolio optimization (Q2480247) (← links)
• Portfolio optimization with linear and fixed transaction costs (Q2480252) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• Optimization of a long-short portfolio under nonconvex transaction cost (Q2574062) (← links)
• A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
• Matrix decomposition and Lagrangian dual method for discrete portfolio optimization under concave transaction costs (Q3572640) (← links)
• An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
• Fuzzy portfolio optimization with tax, transaction cost and investment amount: a developing country case (Q5147629) (← links)
• Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization (Q5172959) (← links)
• Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)
• OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778) (← links)
• DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231) (← links)
• Reliability in portfolio optimization using uncertain estimates (Q6108888) (← links)