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General equilibrium on the back of an envelope : the case of transaction costs
Hoveid, Øyvind - In: Agricultural sector modelling and policy information …, (pp. 80-87). 2001
Persistent link: https://www.econbiz.de/10001597884
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Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency
Pun, Chi Seng; Ye, Zi - In: Quantitative finance 23 (2023) 2, pp. 351-365
Persistent link: https://www.econbiz.de/10014232651
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The impact of Pillar II funding : validation from a modelling and evaluation perspective
Schroeder, Lilli; Gocht, Alexander; Britz, Wolfgang - In: Journal of agricultural economics 66 (2015) 2, pp. 415-441
Persistent link: https://www.econbiz.de/10011299531
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Fairness and efficiency in multiportfolio optimization
Iancu, Dan A.; Trichakis, Nikolaos - In: Operations research 62 (2014) 6, pp. 1283-1301
Persistent link: https://www.econbiz.de/10010471863
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High-dimensional portfolio optimization with transaction costs
Broadie, Mark; Shen, Weiwei - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
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Risk constraints for portfolio optimization with fixed-fee transaction cost
Hirsch, Michael J.; Navarro, Nicole - In: The journal of investment strategies 6 (2017) 2, pp. 91-112
Persistent link: https://www.econbiz.de/10011668136
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Multi-period mean-variance portfolio selection with practical constraints using heuristic genetic algorithms
Chen, Yao-Tsung; Yang, Hao-Qun - In: International journal of computational economics and … 10 (2020) 3, pp. 209-221
Persistent link: https://www.econbiz.de/10012271054
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High order portfolio optimization problem with transaction costs
Li, Xin; Zhang, Peiai - In: Inventi impact: international trade (2019) 4, pp. 208-226
Persistent link: https://www.econbiz.de/10012432352
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High order portfolio optimization problem with transaction costs
Li, Xin; Zhang, Peiai - In: Modern economy 10 (2019) 6, pp. 1507-1525
Persistent link: https://www.econbiz.de/10012178810
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An Omega portfolio model with dynamic return thresholds
Yu, Jing-Rung; Chiou, Wan-jiun Paul; Lee, Wen-Yi - In: International transactions in operational research : a … 30 (2023) 5, pp. 2528-2545
Persistent link: https://www.econbiz.de/10014259294