✦ LIBER ✦

SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS

✍ Scribed by Kumar Muthuraman; Haining Zha

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Portfolio Optimization Model with Transa

✍ Shu-ping Chen; Chong Li; Sheng-hong Li; Xiong-wei Wu 📂 Article 📅 2002 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 235 KB

OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED

✍ Andrew J. Morton; Stanley R. Pliska 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 836 KB

MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION

✍ Kumar Muthuraman; Sunil Kumar 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 477 KB

Portfolio optimization with linear and f

✍ Miguel Sousa Lobo; Maryam Fazel; Stephen Boyd 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 583 KB

Optimal Portfolio Hedging with Nonlinear

✍ Jussi Keppo; Samu Peura 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 188 KB

A unified approach to portfolio optimiza

✍ Valeri I. Zakamouline 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 221 KB