Pages that link to "Item:Q5944952"
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The following pages link to Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints (Q5944952):
Displaying 50 items.
- Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
- The piecewise linear optimization polytope: new inequalities and intersection with semi-continuous constraints (Q378090) (← links)
- Kernel search: a new heuristic framework for portfolio selection (Q434181) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints (Q598593) (← links)
- Mean-VaR portfolio selection under real constraints (Q625636) (← links)
- A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
- Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios (Q744224) (← links)
- Factor neutral portfolios (Q747746) (← links)
- Algorithm for cardinality-constrained quadratic optimization (Q842777) (← links)
- An algorithm for portfolio selection in a frictional market (Q858833) (← links)
- Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
- A special ordered set approach for optimizing a discontinuous separable piecewise linear function (Q935235) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- Minimal concave cost rebalance of a portfolio to the efficient frontier (Q1403305) (← links)
- Viability of infeasible portfolio selection problems: A fuzzy approach (Q1600964) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- DC programming and DCA for solving Brugnano-Casulli piecewise linear systems (Q1652418) (← links)
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
- A branch and bound algorithm for solving a class of D-C programming (Q1780534) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- Fuzzy portfolio selection model with real features and different decision behaviors (Q1795117) (← links)
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem (Q1927253) (← links)
- Branch-and-cut for separable piecewise linear optimization and intersection with semi-continuous constraints (Q1947201) (← links)
- A branch-and-bound algorithm embedded with DCA for DC programming (Q1954706) (← links)
- Dealing with complex transaction costs in portfolio management (Q2241051) (← links)
- Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924) (← links)
- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- Portfolio-optimization models for small investors (Q2392807) (← links)
- A multiplicative weights update algorithm for MINLP (Q2397756) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
- Genetic algorithms for portfolio selection problems with minimum transaction lots (Q2456434) (← links)
- Conditional value at risk and related linear programming models for portfolio optimization (Q2480247) (← links)
- Portfolio optimization with linear and fixed transaction costs (Q2480252) (← links)
- Mean-variance portfolio optimal problem under concave transaction cost (Q2490186) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Optimization of a long-short portfolio under nonconvex transaction cost (Q2574062) (← links)
- Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs (Q2576446) (← links)
- A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
- Matrix decomposition and Lagrangian dual method for discrete portfolio optimization under concave transaction costs (Q3572640) (← links)
- Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded (Q5085481) (← links)
- Portfolio selection based on a nonlinear neural network: An application on the Istanbul Stock Exchange (ISE30) (Q5085738) (← links)
- Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization (Q5172959) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
- A new algorithm for the general quadratic programming problems with box constraints (Q5962186) (← links)
- DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231) (← links)
- Reliability in portfolio optimization using uncertain estimates (Q6108888) (← links)
