DC Programming and DCA for Portfolio Optimization with Linear and Fixed Transaction Costs - Université de Lorraine Access content directly
Book Section Year : 2014
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hal-03213394 , version 1 (30-04-2021)

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Tao Pham Dinh, Viet-Nga Pham, Hoai An Le Thi. DC Programming and DCA for Portfolio Optimization with Linear and Fixed Transaction Costs. Intelligent Information and Database Systems. Lecture Notes in Computer Science, 8398, pp.392-402, 2014, ⟨10.1007/978-3-319-05458-2_41⟩. ⟨hal-03213394⟩
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