17 search results - page 2 / 4 » Optimal Portfolio Selection with Transaction Costs |
HICSS
2008
IEEE
13 years 11 months ago
2008
IEEE
“Don’t put all your eggs in one basket” is common wisdom with respect to financial portfolio theory. The configuration of customer portfolios with regard to appropriate risk...
HICSS
2008
IEEE
13 years 11 months ago
2008
IEEE
The Service-Oriented Architecture (SOA) paradigm promises to enable software vendors to compose software systems using services purchased from various suppliers. In this paper, we...
EOR
2006
13 years 5 months ago
2006
One of the most important, common and critical management issues lies in determining the "best" project portfolio out of a given set of investment proposals. As this dec...
GECCO
2009
Springer
13 years 10 months ago
2009
Springer
The Portfolio Optimization problem consists of the selection of a group of assets to a long-term fund in order to minimize the risk and maximize the return of the investment. This...
MANSCI
2007
13 years 5 months ago
2007
We study the portfolio selection problem of an investor who can optimally exert costly effort for more income. The possibility of generating more income, if necessary, increases ...