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Dealing with complex transaction costs in portfolio management.

Patrizia BeraldiAntonio VioliMassimiliano FerraraClaudio CiancioBruno Antonio Pansera
Published in: Ann. Oper. Res. (2021)
Keyphrases
  • portfolio management
  • transaction costs
  • portfolio selection
  • financial data
  • portfolio optimization
  • decision making
  • evolutionary algorithm
  • stock exchange