# Optimization

## Full-Scale Optimization

- Multi-period Optimization
- Power Utility
- S-Shaped Utility
- Kinked Utility
- Full-Scale Optimization
- Full-Scale Cash Position

## Mean-Variance Optimization

- Constraints
- Transaction Costs and Turnover Control
- Tracking Error Aversion
- Risk Aversion
- Penalizing the Utility Function for Transaction Costs
- Transaction Costs and Turnover Control