A Genetic Algorithm for Solving Portfolio Optimization Problems with Transaction Costs and Minimum Transaction Lots
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/11539902_99.pdf
Reference5 articles.
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3. Konno, H., Wijayanayake, A.: Portfolio Optimization Problems under Concave Transaction Costs and Minimal Transaction Unit Constraints. Mathematical Programming 89, 233–250 (2001)
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