SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A linear programming algorithm for optimal portfolio selection with transaction costs
0 references·2 citing·6 second hop
A linear programming algorithm for optimal portfolio selection with transaction costs (2000)A linear programming algorithm for optima…International portfolio choice and political instability risk: A multi-objective approach (2013)International portfolio choic…Models and Simulations for Portfolio Rebalancing (2008)Models and Simulations for Po…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Portfolio Selection: Efficient Diversification of Investments (1959)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2013International portfolio choice and political instability risk: A multi-objective approach37 cited
  • 2008Models and Simulations for Portfolio Rebalancing34 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work