Best, Michael J.

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Number of items: 7.

Article in Academic Journal

Best, Michael J.; Grauer, Robert R.; Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 and Zhang, Xili (2014) Loss-Aversion with Kinked Linear Utility Functions. Computational Economics, 44 (1), pp. 45-65. DOI: 10.1007/s10614-013-9391-x

Best, Michael J. and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2008) Quadratic programming with transaction costs. Computers & Operations Research, 35 (1), pp. 18-33. DOI: 10.1016/j.cor.2006.02.013

Best, Michael J. and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2007) An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory. Journal of Optimization Theory and Applications, 135 (3), pp. 563-581. DOI: 10.1007/s10957-007-9252-7

Best, Michael J. and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2007) An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 2: Computational Analysis. Journal of Optimization Theory and Applications, 135 (3), pp. 531-547. DOI: 10.1007/s10957-007-9249-2

Best, Michael J. and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2005) An Algorithm for Portfolio Optimization with Transaction Costs. Management Science, 51 (11), pp. 1676-1688. DOI: 10.1287/mnsc.1050.0418

Best, Michael J. and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2003) Portfolio Selection and Transactions Costs. Computational Optimization and Applications, 24 (1), pp. 95-116. DOI: 10.1023/A:1021806200854

Best, Michael J. and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2000) The efficient frontier for bounded assets. Mathematical Methods of Operations Research (ZOR), 52 (2), pp. 195-212. DOI: 10.1007/s001860000073

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