A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts
type: Item
instance of: scholarly article
title: A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts
zbMATH Open document ID: 1305.91224
DOI: 10.1080/02331934.2014.891032
author: Garima Mittal
author: Mukesh Kumar Mehlawat
published in: Optimization
publication date: 2014-10-24T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 90C29
zbMATH DE Number: 6361520
zbMATH Keywords: portfolio selection
zbMATH Keywords: multiobjective optimization
zbMATH Keywords: real-coded genetic algorithm
zbMATH Keywords: transaction costs
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/02331934.2014.891032
OpenAlex ID: W2087815180
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description: scientific article; zbMATH DE number 6361520