Pages that link to "Item:Q2490186"

The following pages link to Mean-variance portfolio optimal problem under concave transaction cost (Q2490186):

Displaying 19 items.

• VaR optimal portfolio with transaction costs (Q427038) (← links)
• Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
• Characterization of efficient frontier for mean-variance model with a drawdown constraint (Q902570) (← links)
• Gradually tolerant constraint method for fuzzy portfolio based on possibility theory (Q903560) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• A branch-and-bound algorithm embedded with DCA for DC programming (Q1954706) (← links)
• Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
• Dealing with complex transaction costs in portfolio management (Q2241051) (← links)
• A multiplicative weights update algorithm for MINLP (Q2397756) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← 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)
• (Q4258744) (← links)
• THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (Q4889754) (← links)
• (Q5488958) (← links)
• Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints (Q5944952) (← links)
• DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231) (← links)
• Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)