An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions (Q1619226)

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scientific article; zbMATH DE number 6977854
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English
An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions
scientific article; zbMATH DE number 6977854

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    An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions (English)
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    13 November 2018
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    portfolio selection
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    dynamic optimization
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    transaction cost
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    investment strategy
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