The following pages link to (Q4258744):
Displaying 9 items.
- A heuristic algorithm for a portfolio optimization model applied to the Milan stock market (Q1915960) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← links)
- 带有交易成本的均值--方差--下半方差投资组合模型 (Q3307529) (← links)
- Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
- THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (Q4889754) (← links)
- The mixture of fundamental indexing and minimum semi-variance portfolio selection (Q5017228) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- (Q5488958) (← links)