DC programming approaches for discrete portfolio optimization under concave transaction costs - Université de Lorraine Access content directly
Journal Articles Optimization Letters Year : 2016
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hal-01616984 , version 1 (15-10-2017)

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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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