Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints-Reference-Cited by-同舟云学术

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Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints

Published:2001-01 Issue:2 Volume:89 Page:233-250
ISSN:0025-5610
Container-title:Mathematical Programming
language:en
Short-container-title:Math. Program.

Author:

Konno Hiroshi,Wijayanayake Annista

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/PL00011397.pdf

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