Pages that link to "Item:Q2384580"
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The following pages link to Quadratic programming with transaction costs (Q2384580):
Displaying 8 items.
- A simple algorithm to incorporate transactions costs in quadratic optimization (Q1342041) (← links)
- Fast quadratic programming for mean-variance portfolio optimisation (Q2226482) (← links)
- A new portfolio rebalancing model with transaction costs (Q2336854) (← links)
- An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis (Q2483030) (← links)
- An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032) (← links)
- An Algorithm for Portfolio Optimization with Transaction Costs (Q3115937) (← links)
- A linear programming algorithm for optimal portfolio selection with transaction costs (Q3366323) (← links)
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs (Q6159094) (← links)