A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480)

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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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