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Mathematical Finance
European journal of operational research : EJOR
6
Journal of economic dynamics & control
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
McCombs Research Paper Series
4
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SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS
Muthuraman, Kumar
;
Zha, Haining
- In:
Mathematical Finance
18
(
2008
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10005023801
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2
MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical Finance
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10005193367
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