Journal Articles
Optimization Letters
Year : 2016
Hoai An Le Thi : Connect in order to contact the contributor
https://hal.univ-lorraine.fr/hal-01616984
Submitted on : Sunday, October 15, 2017-8:05:49 PM
Last modification on : Friday, December 22, 2023-3:16:05 PM
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Tao Pham Dinh, Hoai An Le Thi, Viet Nga Pham, Yi-Shuai Niu. DC programming approaches for discrete portfolio optimization under concave transaction costs. Optimization Letters, 2016, 10 (2), pp.261 - 282. ⟨10.1007/s11590-015-0931-2⟩. ⟨hal-01616984⟩
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