Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs

Marina Leal, Diego Ponce, Justo Puerto. Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs. European Journal of Operational Research, 284(2):712-727, 2020. [doi]

Authors

Marina Leal

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Diego Ponce

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Justo Puerto

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