Login / Signup
DC programming approaches for discrete portfolio optimization under concave transaction costs.
Tao Pham Dinh
Hoai An Le Thi
Viet Nga Pham
Yi-Shuai Niu
Published in:
Optim. Lett. (2016)
Keyphrases
</>
portfolio optimization
transaction costs
portfolio management
portfolio selection
stock exchange
genetic programming
problems involving
evolutionary algorithm
linear programming
dc programming