Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation (Q3627693)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation |
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Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation (English)
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13 May 2009
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piecewise transaction costs
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integer quadratic programming
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portfolio selection
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linearization
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