Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints (Q598593)

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Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints
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    Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints (English)
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    12 August 2004
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    Portfolio optimization
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    D.c. programming
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    Nonconvex transaction cost
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    Minimal transaction unit constraint
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    Mean-absolute deviation model
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