A Genetic Algorithm for Solving Portfolio Optimization Problems with Transaction Costs and Minimum Transaction Lots
Authors:
- 1 January 2005
- book chapter
- Published by Springer Nature
- p. 808-811
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Portfolio optimization problem under concave transaction costs and minimal transaction unit constraintsMathematical Programming, 2001
- Selecting Portfolios with Fixed Costs and Minimum Transaction LotsAnnals of Operations Research, 2000
- Heuristic algorithms for the portfolio selection problem with minimum transaction lotsEuropean Journal of Operational Research, 1999
- Handbook of Evolutionary Computation1997