Solving long-term financial planning problems via global optimization
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 21 (1997)
Issue (Month): 8-9 (June)
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Web page: http://www.elsevier.com/locate/jedc
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- Yuichi Takano & Jun-ya Gotoh, 2011. "Constant Rebalanced Portfolio Optimization Under Nonlinear Transaction Costs," Asia-Pacific Financial Markets, Springer, vol. 18(2), pages 191-211, May.
- Barbara Glensk & Reinhard Madlener, 2013. "Multi-period portfolio optimization of power generation assets," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 4, pages 20-38.
- Ruth Misener & Christodoulos Floudas, 2013. "GloMIQO: Global mixed-integer quadratic optimizer," Journal of Global Optimization, Springer, vol. 57(1), pages 3-50, September.
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