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Portfolio Optimization Model with Transaction Costs
Transaction cost portfolio optimization model
2007/12/11
The purpose of the article is to formulate, under the lX risk measure, a model of portfolio selection with transaction costs and then investigate the optimal strategy within the proposed. The characte...
Size-dependent visual predation risk and the timing of vertical migration: An optimization model
Size-dependent visual predation risk vertical migration optimization model
2014/5/27
Diel vertical migration (DVM) by zooplankton to deep, poorly illuminated habitats during the day is thought to reduce the probability of attack by visual predators at the cost of decreased net energy ...