Journal Articles
Optimization
Year : 2009
Hoai An Le Thi : Connect in order to contact the contributor
https://hal.univ-lorraine.fr/hal-01636747
Submitted on : Thursday, November 16, 2017-10:33:18 PM
Last modification on : Monday, May 16, 2022-12:16:04 PM
Cite
Hoai An Le Thi, Mahdi Moeini, Tao Pham Dinh. DC programming approach for portfolio optimization under step increasing transaction costs. Optimization, 2009, 58 (3), pp.267 - 289. ⟨10.1080/02331930902741721⟩. ⟨hal-01636747⟩
Collections
37
View
0
Download