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 5 items.
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs (Q6159094) (← links)
- Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms (Q6160191) (← links)
- A Portfolio Selection Methodology Based on Data Envelopment Analysis (Q6160197) (← links)
- Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)
- Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)