An EA for portfolio selection over multiple investment periods with exponential transaction costs

Matthew J. Craven, Henri C. Jimbo

Research output: Contribution to journalConference proceedings published in a journalpeer-review

Original languageEnglish
Number of pages0
JournalProceedings of the 15th annual conference companion on Genetic and evolutionary computation
Volume0
Issue number0
DOIs
Publication statusPublished - 6 Jul 2013
EventGECCO '13: Genetic and Evolutionary Computation Conference -
Duration: 6 Jul 2013 → …

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