Portfolio Selection with minimum transaction lots: an approach with dual expected utility
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References listed on IDEAS
- Floriana Filippini & Marisa Cenci, 2005. "Portfolio selection: a linear approach with dual expected utility," Departmental Working Papers of Economics - University 'Roma Tre' 0048, Department of Economics - University Roma Tre.
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Keywordsdual expected utility; portfolio selection; NP-completeness; linear programming with;
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