Global Optimization Versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs

✍ Scribed by Hiroshi Konno; Rei Yamamoto

• Publisher: Springer US
• Year: 2005
• Tongue: English
• Weight: 333 KB
• Volume: 32
• Category: Article
• ISSN: 0925-5001
• DOI: 10.1007/s10898-004-2703-x