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

✍ Scribed by Hiroshi Konno; Annista Wijayanayake

• Publisher: Springer-Verlag
• Year: 2001
• Tongue: English
• Weight: 253 KB
• Volume: 89
• Category: Article
• ISSN: 0025-5610
• DOI: 10.1007/pl00011397