DC programming approach for portfolio optimization under step increasing transaction costs (Q3625227)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DC programming approach for portfolio optimization under step increasing transaction costs |
scientific article |
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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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