An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 2: Computational Analysis

✍ Scribed by M. J. Best; J. Hlouskova

• Publisher: Springer
• Year: 2007
• Tongue: English
• Weight: 350 KB
• Volume: 135
• Category: Article
• ISSN: 0022-3239
• DOI: 10.1007/s10957-007-9249-2