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...

Supply Chain Management (SCM) is a key strategic approach for increasing organisational effectiveness and the realisation of organisational goals. Effectively selecting and evaluating suppliers and managing their involvement in the supply chain are some of the capabilities that enable Original...

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...