Pages that link to "Item:Q2721936"
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The following pages link to The attainability of the portfolio optimization under transaction costs (Q2721936):
Displaying 6 items.
- The dual optimizer for the growth-optimal portfolio under transaction costs (Q1945044) (← links)
- A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
- THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (Q4889754) (← links)
- The Impact of Proportional Transaction Costs on Systematically Generated Portfolios (Q5131412) (← links)
- Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness (Q5139542) (← links)
- Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints (Q5382701) (← links)