A simple algorithm to incorporate transactions costs in quadratic optimisation
Year of publication: |
1994
|
---|---|
Authors: | Adcock, C. J. ; Meade, N. |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 79.1994, 1, p. 85-94
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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