Pages that link to "Item:Q5483508"
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The following pages link to OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q5483508):
Displaying 13 items.
- VaR optimal portfolio with transaction costs (Q427038) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Optimal trading of a security when there are taxes and transaction costs (Q1297916) (← links)
- Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384) (← links)
- Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
- Log-optimal portfolio-selection strategies with proportional transaction costs (Q2888932) (← links)
- Optimal portfolio selection of assets with transaction costs and no short sales (Q3153803) (← links)
- Optimal portfolio policies under fixed and proportional transaction costs (Q3417911) (← links)
- Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation (Q3627693) (← links)
- Transaction cost optimization for online portfolio selection (Q4554503) (← links)
- On the Method of Optimal Portfolio Choice by Cost-Efficiency (Q4682703) (← links)
- Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness (Q5139542) (← links)
- Second-order online portfolio selection strategy with transaction costs (Q5209484) (← links)