Pages that link to "Item:Q3605210"

The following pages link to Large scale portfolio optimization with piecewise linear transaction costs (Q3605210):

Displaying 13 items.

• VaR optimal portfolio with transaction costs (Q427038) (← links)
• Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
• Low order-value approach for solving var-constrained optimization problems (Q656968) (← links)
• Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (Q1722753) (← links)
• A cooperative bargaining framework for decentralized portfolio optimization (Q2101458) (← links)
• Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
• A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
• Portfolio optimization with linear and fixed transaction costs (Q2480252) (← links)
• An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis (Q2483030) (← links)
• An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032) (← links)
• Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
• Large-Scale Portfolio Optimization (Q3340464) (← links)
• Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)