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 : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 79.1994, 1, p. 85-94
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