Pages that link to "Item:Q598593"

The following pages link to Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints (Q598593):

Displaying 16 items.

• A note on mean absolute deviation (Q506352) (← links)
• Solving a class of low rank d.c. programs via a branch and bound approach: a computational experience (Q613323) (← 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)
• A branch and reduce approach for solving a class of low rank d.c. programs (Q732158) (← links)
• Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios (Q744224) (← links)
• An optimization model for minimizing systemic risk (Q829210) (← links)
• Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers (Q905752) (← links)
• Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924) (← links)
• Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
• Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs (Q2576446) (← 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)
• Matrix decomposition and Lagrangian dual method for discrete portfolio optimization under concave transaction costs (Q3572640) (← links)
• DC programming approach for portfolio optimization under step increasing transaction costs (Q3625227) (← links)
• An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)