Pages that link to "Item:Q2814667"
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The following pages link to High-dimensional portfolio optimization with transaction costs (Q2814667):
Displaying 4 items.
- Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606) (← links)
- Large-scale portfolio allocation under transaction costs and model uncertainty (Q2323379) (← links)
- SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128) (← links)
- Large scale portfolio optimization with piecewise linear transaction costs (Q3605210) (← links)