A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480)
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scientific article; zbMATH DE number 6361520
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| English | A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts |
scientific article; zbMATH DE number 6361520 |
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A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (English)
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24 October 2014
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portfolio selection
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multiobjective optimization
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real-coded genetic algorithm
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transaction costs
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0.91243315
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0.89750874
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0.89303637
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0.8773192
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0.87353665
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0.86981434
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0.8642649
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