Multi-asset portfolio optimization with transaction cost
| Year of publication: |
2004
|
|---|---|
| Authors: | Atkinson, C. ; Mokkhavesa, S. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 11.2004, 2, p. 95-124
|