A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts |
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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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