DC programming approach for portfolio optimization under step increasing transaction costs (Q3625227): Difference between revisions

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Latest revision as of 13:04, 1 July 2024

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DC programming approach for portfolio optimization under step increasing transaction costs
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    DC programming approach for portfolio optimization under step increasing transaction costs (English)
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    12 May 2009
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    portfolio selection
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    step increasing transaction cost function
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    DC programming
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    DCA
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    branch and bound
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