An exact approach for portfolio selection with transaction costs and rounds

IIE Transactions (Institute of Industrial Engineers)

Volumn 37, Issue 10, 2005, Pages 919-929

  Mansini, Renata ^a   Speranza, M Grazia ^a  

^a UNIVERSITY OF BRESCIA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

CONSTRAINT THEORY; COSTS; FINANCE; HEURISTIC METHODS; INTEGER PROGRAMMING; INTERNATIONAL TRADE; INVESTMENTS; MATHEMATICAL MODELS; PROBLEM SOLVING; QUADRATIC PROGRAMMING;

MEAN ABSOLUTE DEVIATION (MAD); MEAN VARIANCE MODEL (MV); SINGLE PERIOD MEAN SAFETY PORTFOLIO; STOCK EXCHANGE MARKETS;

OPERATIONS RESEARCH;

EID: 24944451142     PISSN: 0740817X     EISSN: None     Source Type: Journal    
DOI: 10.1080/07408170591007821     Document Type: Article

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