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Special issue: Multidisciplinary international scheduling conference : theory and applications (MISTA) 2013
Kendall, Graham (ed.); Vanden Berghe, Greet (ed.);  … - MISTA <6., 2013, Gent> - 2016
Persistent link: https://www.econbiz.de/10011509101
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Special issue: Multidisciplinary international scheduling conference : theory and applications (MISTA) 2013-part 2
Kendall, Graham (ed.); Vanden Berghe, Greet (ed.);  … - MISTA <6., 2013, Gent> - 2016
Persistent link: https://www.econbiz.de/10011542141
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Special issue: multidisciplinary International Scheduling Conference : Theory and Applications (MISTA) 2015
Hanzálek, Zdenek (ed.); Kendall, Graham (ed.);  … - MISTA <7., 2015, Prag> - 2018
Persistent link: https://www.econbiz.de/10011825677
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Fixed trading costs, signal processing and stochastic portfolio networks
Jones, C. Kenneth - In: European Journal of Industrial Engineering 1 (2007) 1, pp. 5-21
In this study, we use zero-one variables to control fixed transaction costs independent of trade size in the portfolio selection problem. The optimal solution to the maximum flow, risk constrained stochastic portfolio network is found using Digital Portfolio Theory (DPT). Digital signals...
Persistent link: https://www.econbiz.de/10005553171
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Fixed trading costs, signal processing and stochastic portfolio networks
Jones, C. Kenneth - In: European Journal of Industrial Engineering 1 (2007) 1, pp. 5-21
In this study, we use zero-one variables to control fixed transaction costs independent of trade size in the portfolio selection problem. The optimal solution to the maximum flow, risk constrained stochastic portfolio network is found using Digital Portfolio Theory (DPT). Digital signals...
Persistent link: https://www.econbiz.de/10008563634