Pages that link to "Item:Q2483030"

The following pages link to An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis (Q2483030):

Displaying 7 items.

• Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
• Degeneracy resolution for bilinear utility functions (Q650206) (← links)
• A class of chance constrained multi-objective portfolio selection model under fuzzy random environment (Q650216) (← links)
• Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
• Quadratic programming with transaction costs (Q2384580) (← links)
• An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032) (← links)
• An Algorithm for Portfolio Optimization with Transaction Costs (Q3115937) (← links)