Pages that link to "Item:Q3008844"
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The following pages link to A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs (Q3008844):
Displaying 4 items.
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation (Q3627693) (← links)
- Linear versus quadratic portfolio optimization model with transaction cost (Q6051824) (← links)
- Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)