DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231): Difference between revisions

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+Heuristic algorithms for the portfolio selection problem with minimum transaction lots
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+Selecting portfolios with fixed costs and minimum transaction lots
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+Computational study of a family of mixed-integer quadratic programming problems
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+Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
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+Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs
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+Integer programming approaches in mean-risk models
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+OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
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+Genetic algorithms for portfolio selection problems with minimum transaction lots
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