A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts

DOI10.1080/02331934.2014.891032zbMath1305.91224OpenAlexW2087815180MaRDI QIDQ2926480

Mukesh Kumar Mehlawat, Garima Mittal

Publication date: 24 October 2014

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2014.891032

zbMATH Keywords

multiobjective optimizationtransaction costsportfolio selectionreal-coded genetic algorithm

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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