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Asset allocation with distorted beliefs and transaction costs
Kozhan, Roman; Schmid, Wolfgang - In: European journal of operational research : EJOR 194 (2009) 1, pp. 236-249
Persistent link: https://www.econbiz.de/10003835447
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A possible mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
Zhang, Wei-guo; Liu, Yong-jun; Xu, Wei-jun - In: European journal of operational research : EJOR 222 (2012) 2, pp. 341-349
Persistent link: https://www.econbiz.de/10009570407
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Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan; Poulsen, Rolf; Schenk-Hoppé, Klaus Reiner - In: European journal of operational research : EJOR 243 (2015) 3, pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
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Twenty years of linear programming based portfolio optimization
Mansini, Renata; Ogryczak, Włodzimierz; Speranza, … - In: European journal of operational research : EJOR 234 (2014) 2, pp. 518-535
Persistent link: https://www.econbiz.de/10010356709
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Adaptive online portfolio selection with transaction costs
Guo, Sini; Gu, Jia-Wen; Ching, Wai Ki - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1074-1086
Persistent link: https://www.econbiz.de/10012622437
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On the optimality of joint periodic and extraordinary dividend strategies
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1189-1210
Persistent link: https://www.econbiz.de/10012622451
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Portfolio problems with two levels decision-makers : optimal portfolio selection with pricing decisions on transaction costs
Leal, Marina; Ponce, Diego; Puerto, Justo - In: European journal of operational research : EJOR 284 (2020) 2, pp. 712-727
Persistent link: https://www.econbiz.de/10012238787
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Dynamic portfolio choice with return predictability and transaction costs
Ma, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping - In: European journal of operational research : EJOR 278 (2019) 3, pp. 976-988
Persistent link: https://www.econbiz.de/10012102528
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Asset allocation with correlation : a composite trade-off
Carroll, Rachael; Conlon, Thomas; Cotter, John; … - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1164-1180
Persistent link: https://www.econbiz.de/10011802497
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Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen; Hagenbjörk, Johan - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855