Pages that link to "Item:Q694522"
From MaRDI portal
The following pages link to A polynomial optimization approach to constant rebalanced portfolio selection (Q694522):
Displaying 4 items.
- Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
- Amortized constant relaxed rebalancing using standard rotations (Q1127819) (← links)
- Computing optimal rebalance frequency for log-optimal portfolios in linear time (Q4683073) (← links)
- (Q5306856) (← links)