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Year of publication
Subject
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NP-completeness 1 dual expected utility 1 linear programming with 1 portfolio selection 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Cenci, Marisa 1 Filippini, Floriana 1
Institution
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Dipartimento di Economia, Università degli Studi di Roma 3 1
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Departmental Working Papers of Economics - University 'Roma Tre' 1
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RePEc 1
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Portfolio Selection with minimum transaction lots: an approach with dual expected utility
Cenci, Marisa; Filippini, Floriana - Dipartimento di Economia, Università degli Studi di Roma 3 - 2005
programming with mixed variables) … implementing the model on the Italian stock market. (keywords: dual expectedutility, portfolio selection, NP-completeness, linear …
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