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~source:"econis"
~subject:"Outsourcing"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~type_genre:"Conference paper"
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Conditional-mean hedging under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
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2
A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
Chen, Wei
;
Wang, Yun
;
Mehlawat, Mukesh Kumar
- In:
Recent advances in optimization theory and applications
,
(pp. 129-147)
.
2018
Persistent link: https://www.econbiz.de/10011943434
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3
Almost surely optimal portfolios under proportional transaction costs
Feodoria, Mark-Roman
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 303-312)
.
2016
Persistent link: https://www.econbiz.de/10011800383
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4
Die Auslagerung kommunaler Beschaffungsaufgaben als Alternative zur internen Durchführung : Entwicklung eines multitheoretischen Entscheidungsrahmens
Broens, Michael
- In:
Supply Management Research : aktuelle …
,
(pp. 3-35)
.
2016
Persistent link: https://www.econbiz.de/10011345723
Saved in:
5
Portfolio optimization with transaction costs: a two-period mean-variance model
Fu, Ying Hui
;
Ng, Kien Ming
;
Huang, Boray
;
Huang, Huei Chuen
- In:
Mathematics in business management : [International …
,
(pp. 135-156)
.
2015
Persistent link: https://www.econbiz.de/10011488343
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