The following pages link to (Q4998286):
Displaying 6 items.
- Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
- A linearized value-at-risk model with transaction costs and short selling (Q320109) (← links)
- Multi-period mean-variance portfolio selection with fixed and proportional transaction costs (Q380498) (← links)
- Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- Mean-VaR portfolio selection based on a particle swarm optimization algorithm (Q2858906) (← links)
