Pages that link to "Item:Q3153803"
From MaRDI portal
The following pages link to Optimal portfolio selection of assets with transaction costs and no short sales (Q3153803):
Displaying 14 items.
- Optimal portfolio choice with wash sale constraints (Q658639) (← links)
- A global optimization problem in portfolio selection (Q839845) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions (Q1619226) (← links)
- Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
- The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
- The attainability of the portfolio optimization under transaction costs (Q2721936) (← links)
- A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs (Q3008844) (← links)
- Multiple Optimal Solutions in the Portfolio Selection Model with Short-Selling (Q4812332) (← links)
- Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness (Q5139542) (← links)
- Mean-Variance Asset Liability Management with State-Dependent Risk Aversion (Q5379208) (← links)
- OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778) (← links)
- A compromise solution to mutual funds portfolio selection with transaction costs (Q5952507) (← links)
