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Journal Articles Optimization Year : 2009

DC programming approach for portfolio optimization under step increasing transaction costs

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hal-01636747 , version 1 (16-11-2017)

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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⟩
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