Pivoting Algorithm for Optimization Model of Portfolio Rebalancing with Transaction Costs

2009 International Conference on Computational Intelligence and Natural Computing ◽

10.1109/cinc.2009.47 ◽

2009 ◽

Author(s):

Yanwu Liu ◽

Zhongzhen Zhang

Keyword(s):

Transaction Costs ◽

Optimization Model ◽

Portfolio Rebalancing ◽

Pivoting Algorithm

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A multicriteria optimization model of portfolio rebalancing with transaction costs in fuzzy environment

Memetic Computing ◽

10.1007/s12293-012-0102-2 ◽

2012 ◽

Vol 6 (1) ◽

pp. 61-74 ◽

Author(s):

Pankaj Gupta ◽

Garima Mittal ◽

Mukesh Kumar Mehlawat

Keyword(s):

Transaction Costs ◽

Optimization Model ◽

Multicriteria Optimization ◽

Portfolio Rebalancing ◽

Fuzzy Environment

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A Rational Explanation of Disposition Effect: Portfolio Rebalancing with Transaction Costs

SSRN Electronic Journal ◽

10.2139/ssrn.2589907 ◽

2015 ◽

Author(s):

Min Dai ◽

Hong Liu ◽

Jing Xu

Keyword(s):

Transaction Costs ◽

Disposition Effect ◽

Portfolio Rebalancing ◽

Rational Explanation

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Portfolio Optimization Model with Transaction Costs

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s102550200022 ◽

2002 ◽

Vol 18 (2) ◽

pp. 231-248 ◽

Author(s):

Shu-ping Chen ◽

Chong Li ◽

Sheng-hong Li ◽

Xiong-wei Wu

Keyword(s):

Transaction Costs ◽

Portfolio Optimization ◽

Optimization Model ◽

Portfolio Optimization Model

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Constrained portfolio rebalancing with transaction costs using Evolutionary Wavelet Hopfield Network Strategy

2009 World Congress on Nature & Biologically Inspired Computing (NaBIC) ◽

10.1109/nabic.2009.5393347 ◽

2009 ◽

Author(s):

N.C. Suganya ◽

G.A.Vijayalakshmi Pai

Keyword(s):

Transaction Costs ◽

Hopfield Network ◽

Portfolio Rebalancing

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A Fuzzy Approach to Portfolio Rebalancing with Transaction Costs

Lecture Notes in Computer Science - Computational Science — ICCS 2003 ◽

10.1007/3-540-44862-4_2 ◽

2003 ◽

pp. 10-19 ◽

Author(s):

Yong Fang ◽

K. K. Lai ◽

Shou-Yang Wang

Keyword(s):

Transaction Costs ◽

Fuzzy Approach ◽

Portfolio Rebalancing

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Mean-variance portfolio rebalancing with transaction costs and funding changes

Journal of the Operational Research Society ◽

10.1057/jors.2009.148 ◽

2011 ◽

Vol 62 (4) ◽

pp. 667-676 ◽

Author(s):

J J Glen

Keyword(s):

Transaction Costs ◽

Portfolio Rebalancing ◽

Mean Variance Portfolio ◽

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Metaheuristic Portfolio Rebalancing with Transaction Costs

Metaheuristics for Portfolio Optimization ◽

10.1002/9781119482840.ch7 ◽

2017 ◽

pp. 239-276

Keyword(s):

Transaction Costs ◽

Portfolio Rebalancing

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Pivoting Algorithm for Mean Lower Semi-Absolute Deviation Portfolio Optimization Model

2010 Second International Conference on Multimedia and Information Technology ◽

10.1109/mmit.2010.83 ◽

2010 ◽

Author(s):

Yanwu Liu ◽

Zhongzhen Zhang

Keyword(s):

Portfolio Optimization ◽

Optimization Model ◽

Absolute Deviation ◽

Pivoting Algorithm ◽

Portfolio Optimization Model

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A Mean-Semi-variance Portfolio Optimization Model with Full Transaction Costs

2014 International Conference on Computational Intelligence and Communication Networks ◽

10.1109/cicn.2014.139 ◽

2014 ◽

Author(s):

Yuhong Ma ◽

Xuewen Gong ◽

Guilong Tian

Keyword(s):

Transaction Costs ◽

Portfolio Optimization ◽

Optimization Model ◽

Portfolio Optimization Model

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MEAN-ABSOLUTE DEVIATION PORTFOLIO OPTIMIZATION MODEL UNDER TRANSACTION COSTS

Journal of the Operations Research Society of Japan ◽

10.15807/jorsj.42.422 ◽

1999 ◽

Vol 42 (4) ◽

pp. 422-435 ◽

Author(s):

Hiroshi Konno ◽

Annista Wijayanayake

Keyword(s):

Transaction Costs ◽

Portfolio Optimization ◽

Optimization Model ◽

Mean Absolute Deviation ◽

Absolute Deviation ◽

Portfolio Optimization Model

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