Mean-variance-skewness model for portfolio selection with transaction costs
Author:
Publisher
Informa UK Limited
Subject
Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering
Link
http://www.tandfonline.com/doi/pdf/10.1080/0020772031000158492
Reference31 articles.
1. Another Look at Mutual Fund Performance
2. The Optimal Number of Securities in a Risky Asset Portfolio When There are Fixed Costs of Transacting: Theory and Some Empirical Results
3. The Optimal Portfolio Revision Policy
4. Multi-stage stochastic linear programs for portfolio optimization
Cited by 82 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Quantitative framework for shariah-compliant multi-period fuzzy portfolio optimization: a sustainable approach to ethical investing;Journal of Islamic Accounting and Business Research;2024-07-08
2. Portfolio Management Strategies using Knapsack Programming;African Journal of Mathematics and Statistics Studies;2024-05-17
3. Higher-order moments in portfolio selection problems: A comprehensive literature review;Expert Systems with Applications;2024-03
4. A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures;Computational Management Science;2023-11-08
5. Fuzzy Portfolio Selection Using Stochastic Correlation;Computational Economics;2023-03-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3