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Incorporating transaction costs, weighting management, and floating required return in robust portfolios.
Jing-Rung Yu
Wan-Jiun Paul Chiou
Renting Liu
Published in:
Comput. Ind. Eng. (2017)
Keyphrases
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transaction costs
portfolio management
search costs
management system
stock exchange
portfolio selection
digital economy
portfolio optimization
electronic commerce
robust optimization
information systems
decision making
linear programming
natural language processing
stock market
transaction cost economics