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, Springer Verlag, 2016, 10 (2), pp.261 - 282.
⟨10.1007/s11590-015-0931-2⟩.
⟨hal-01616984⟩