Pages that link to "Item:Q5411910"
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The following pages link to Optimal rebalancing of portfolios with transaction costs (Q5411910):
Displaying 9 items.
- Amortized constant relaxed rebalancing using standard rotations (Q1127819) (← links)
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory (Q2433448) (← links)
- Time-varying mean-variance portfolio selection problem solving via LVI-PDNN (Q2669682) (← links)
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480) (← links)
- (Q3371138) (← links)
- Rebalancing with Linear and Quadratic Costs (Q4591242) (← links)
- Computing optimal rebalance frequency for log-optimal portfolios in linear time (Q4683073) (← links)
- (Q5306856) (← links)
- Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)