Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation (Q3627693): Difference between revisions

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+On an Investment-Consumption Model with Transaction Costs
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+Portfolio Selection with Transaction Costs
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+Optimal investment and consumption with transaction costs
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+Optimal Impulse Control of Portfolios
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+Heuristic algorithms for the portfolio selection problem with minimum transaction lots
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+Models for representing piecewise linear cost functions
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+Exact solution of multicommodity network optimization problems with general step cost functions
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