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Corruption, infrastructure management and public-private partnership : optimizing through mathematical models
Heydari, Mohammad; Lai, Kin Keung; Zhou, Xiaohu - 2022
performance of PPP. The book applies mathematical models to analyze PPP. It uses game theory to study the interaction and dynamics … game theory-based simulation how governments can adopt a screening process at the start of each procurement to weed out …
Persistent link: https://www.econbiz.de/10012543104
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CORRUPTION, INFRASTRUCTURE MANAGEMENT AND PUBLIC -PRIVATE PARTNERSHIP : optimizing through... mathematical models
Heydari, Mohammad; Lai, Kin Keung; Xiaohu, Zhou - 2021
Persistent link: https://www.econbiz.de/10013176476
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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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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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Optimal rebalancing frequencies for multidimensional portfolios
Ekren, Ibrahim; Liu, Ren; Muhle-Karbe, Johannes - 2015
We study optimal investment with multiple assets in the presence of small proportional transaction costs. Rather than computing an asymptotically optimal no-trade region, we optimize over suitable trading frequencies. We derive explicit formulas for these and the associated welfare losses due to...
Persistent link: https://www.econbiz.de/10011412280
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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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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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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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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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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