Pages that link to "Item:Q3366323"
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The following pages link to A linear programming algorithm for optimal portfolio selection with transaction costs (Q3366323):
Displaying 29 items.
- A dynamic programming approach to solve efficient frontier. (Q703144) (← links)
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
- Risk curve and fuzzy portfolio selection (Q931739) (← links)
- Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots (Q1296348) (← links)
- A simple algorithm to incorporate transactions costs in quadratic optimization (Q1342041) (← links)
- Portfolio optimization model with transaction costs. (Q1862932) (← links)
- Portfolio selection and transactions costs (Q1868392) (← links)
- Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096) (← links)
- Quadratic programming with transaction costs (Q2384580) (← links)
- Neural network-based mean-variance-skewness model for portfolio selection (Q2384581) (← links)
- A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory (Q2433448) (← links)
- Portfolio selection with a new definition of risk (Q2462128) (← links)
- Mean-variance portfolio optimal problem under concave transaction cost (Q2490186) (← links)
- International portfolio choice and political instability risk: a multi-objective approach (Q2514726) (← links)
- Time-varying minimum-cost portfolio insurance under transaction costs problem via beetle antennae search algorithm (BAS) (Q2657311) (← links)
- Reducing portfolio quadratic programming problem into regression problem: stepwise algorithm (Q2803715) (← links)
- Mean-variance-skewness model for portfolio selection with transaction costs (Q3044157) (← links)
- An Algorithm for Portfolio Optimization with Transaction Costs (Q3115937) (← links)
- An integer programming algorithm for portfolio selection with fixed charges (Q3328200) (← links)
- Expected model for portfolio selection with random fuzzy returns (Q3603702) (← links)
- Large scale portfolio optimization with piecewise linear transaction costs (Q3605210) (← links)
- Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421) (← links)
- A compromise solution to mutual funds portfolio selection with transaction costs (Q5952507) (← links)
- Linear versus quadratic portfolio optimization model with transaction cost (Q6051824) (← links)
- Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms (Q6160191) (← links)
- Optimal strategy of taxi drivers at airports by a stochastic programming approach: evidence from airports in China (Q6175340) (← links)