Quadratic programming with transaction costs-Reference-Cited by-同舟云学术

Quadratic programming with transaction costs

Published:2008-01 Issue:1 Volume:35 Page:18-33
ISSN:0305-0548
Container-title:Computers & Operations Research
language:en
Short-container-title:Computers & Operations Research

Author:

Best Michael J.,Hlouskova Jaroslava

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Modeling and Simulation,General Computer Science

Reference15 articles.

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4. Schattman JB. Portfolio selection under non-convex transaction costs and capital gains taxes. PhD. thesis. Rutgers Center for Operations Research, Rutgers University, USA, 2000.

5. Portfolio selection and transaction costs;Best;Computational Optimization and Applications,2003

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