Pages that link to "Item:Q4538158"

The following pages link to Mean-absolute deviation portfolio optimization model under transaction costs (Q4538158):

Displaying 22 items.

• A novel hybrid PSO-based metaheuristic for costly portfolio selection problems (Q2241553) (← links)
• A new portfolio rebalancing model with transaction costs (Q2336854) (← links)
• Portfolio rebalancing model with transaction costs using interval optimization (Q2359239) (← links)
• A sample-path approach to optimal position liquidation (Q2480246) (← links)
• Minimal ellipsoid circumscribing a polytope defined by a system of linear inequalities (Q2494476) (← links)
• Optimization of a long-short portfolio under nonconvex transaction cost (Q2574062) (← links)
• On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
• Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs (Q2576446) (← links)
• (Q2983939) (← links)
• Mean-Entropy Model of Uncertain Portfolio Selection Problem (Q3122284) (← links)
• A CHANCE-CONSTRAINED PORTFOLIO SELECTION PROBLEM UNDER t-DISTRIBUTION (Q3503069) (← links)
• Matrix decomposition and Lagrangian dual method for discrete portfolio optimization under concave transaction costs (Q3572640) (← links)
• An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
• (Q4258744) (← links)
• Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model (Q4282290) (← links)
• THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (Q4889754) (← links)
• Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
• Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness (Q5139542) (← links)
• Fuzzy portfolio optimization with tax, transaction cost and investment amount: a developing country case (Q5147629) (← links)
• PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL (Q5696859) (← links)
• Sparse portfolio rebalancing model based on inverse optimization (Q5746700) (← links)
• Linear versus quadratic portfolio optimization model with transaction cost (Q6051824) (← links)