Pages that link to "Item:Q1031948"
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The following pages link to Portfolio selection with transaction costs under expected shortfall constraints (Q1031948):
Displaying 7 items.
- Portfolio analysis with transaction costs under uncertainty (Q267615) (← links)
- Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
- Multi-asset portfolio selection problem with transaction costs (Q1897670) (← links)
- Optimal portfolio selection of assets with transaction costs and no short sales (Q3153803) (← links)
- Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation (Q3627693) (← links)
- Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness (Q5139542) (← links)
- Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) (← links)