Pages that link to "Item:Q538327"
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The following pages link to Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327):
Displaying 8 items.
- Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
- A polynomial optimization approach to constant rebalanced portfolio selection (Q694522) (← links)
- Amortized constant relaxed rebalancing using standard rotations (Q1127819) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480) (← links)
- Rebalancing with Linear and Quadratic Costs (Q4591242) (← links)
- Computing optimal rebalance frequency for log-optimal portfolios in linear time (Q4683073) (← links)
- Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)
