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A mixed R&D projects and securities portfolio selection model 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2008, 卷号: 185, 期号: 2, 页码: 700-715
作者:  Fang, Yong;  Chen, Lihua;  Fukushima, Masao
收藏  |  浏览/下载:81/0  |  提交时间:2018/07/30
portfolio selection  R&D project portfolio selection  semi-absolute deviation risk function  mixed-integer stochastic programming problem  
Portfolio rebalancing with transaction costs and a minimal purchase unit 期刊论文
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2005, 卷号: 12, 期号: 4, 页码: 499-515
作者:  Fang, Y;  Lai, KK;  Wang, SY
收藏  |  浏览/下载:90/0  |  提交时间:2018/07/30
portfolio rebalancing  transaction costs  minimal purchase unit  semi-absolute deviation risk function  mixed-integer linear programming problem