Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints
| Year of publication: |
2002
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|---|---|
| Authors: | Konno, Hiroshi ; Wijayanayake, Annista |
| Published in: |
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering. - Dordrecht [u.a.] : Springer, ISSN 0925-5001, ZDB-ID 1074566x. - Vol. 22.2002, 1, p. 137-154
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