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An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory.
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- Journal of Optimization Theory & Applications, 2007, v. 135, n. 3, p. 563, doi. 10.1007/s10957-007-9252-7
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An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 2: Computational Analysis.
- Published in:
- Journal of Optimization Theory & Applications, 2007, v. 135, n. 3, p. 531, doi. 10.1007/s10957-007-9249-2
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- Publication type:
- Article