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Portfolio optimization with transaction costs: a two-period mean-variance model.

Ying Hui FuKien Ming NgBoray HuangHuei Chuen Huang
Published in: Ann. Oper. Res. (2015)
Keyphrases
  • portfolio optimization
  • portfolio selection
  • portfolio management
  • bi objective
  • transaction costs
  • association rules
  • decision support system