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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 63, 2014 - Issue 10: International Conference on Optimization Modelling and Applications
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Articles

A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts

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Pages 1595-1613 | Received 02 Jun 2013, Accepted 23 Jan 2014, Published online: 10 Mar 2014

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