𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Matrix decomposition and Lagrangian dual method for discrete portfolio optimization under concave transaction costs

✍ Scribed by Zhen-xing Gao; Shi-tao Zhang; Xiao-ling Sun


Book ID
107482682
Publisher
Chinese Electronic Periodical Services
Year
2009
Tongue
English
Weight
184 KB
Volume
13
Category
Article
ISSN
1007-6417

No coin nor oath required. For personal study only.