Pages that link to "Item:Q2483032"
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The following pages link to An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032):
Displaying 21 items.
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Degeneracy resolution for bilinear utility functions (Q650206) (← links)
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← links)
- A simple algorithm to incorporate transactions costs in quadratic optimization (Q1342041) (← links)
- Portfolio optimization model with transaction costs. (Q1862932) (← links)
- Primal-dual methods for the computation of trading regions under proportional transaction costs (Q1939506) (← links)
- Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Large-scale portfolio allocation under transaction costs and model uncertainty (Q2323379) (← links)
- An optimal time-management policy for labor supply and consumption decisions (Q2358162) (← links)
- Quadratic programming with transaction costs (Q2384580) (← links)
- Portfolio optimization with linear and fixed transaction costs (Q2480252) (← links)
- An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis (Q2483030) (← links)
- Time-varying minimum-cost portfolio insurance under transaction costs problem via beetle antennae search algorithm (BAS) (Q2657311) (← links)
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
- High-dimensional portfolio optimization with transaction costs (Q2814667) (← links)
- An Algorithm for Portfolio Optimization with Transaction Costs (Q3115937) (← links)
- A linear programming algorithm for optimal portfolio selection with transaction costs (Q3366323) (← links)
- SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128) (← links)
- Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization (Q4971373) (← links)
- Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)
