Selecting portfolios with fixed costs and minimum transaction lots (Q5933840)
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scientific article; zbMATH DE number 1604606
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selecting portfolios with fixed costs and minimum transaction lots |
scientific article; zbMATH DE number 1604606 |
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Selecting portfolios with fixed costs and minimum transaction lots (English)
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14 June 2001
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integer programming
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portfolio optimization
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transaction costs
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