Pages that link to "Item:Q380498"

The following pages link to Multi-period mean-variance portfolio selection with fixed and proportional transaction costs (Q380498):

Displaying 19 items.

• An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions (Q1619226) (← links)
• Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
• Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Robust multi-period and multi-objective portfolio selection (Q2031367) (← links)
• Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
• A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
• Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
• Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
• (Q2983939) (← links)
• 带有交易成本的均值--方差--下半方差投资组合模型 (Q3307529) (← links)
• Solution of the Multi-Asset Finite Horizon Investment Renewal Problem (Q4062149) (← links)
• THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (Q4889754) (← links)
• (Q4998286) (← links)
• Penalty methods for continuous-time portfolio selection with proportional transaction costs (Q5411501) (← links)
• A compromise solution to mutual funds portfolio selection with transaction costs (Q5952507) (← links)
• Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (Q6158404) (← links)
• Multi-period portfolio management and a simple method for calculating the realized return with transaction costs (Q6159094) (← links)
• Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)