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DC Programming and DCA for Portfolio Optimization with Linear and Fixed Transaction Costs

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https://hal.univ-lorraine.fr/hal-03213394
Contributor : Hoai An Le Thi <>
Submitted on : Friday, April 30, 2021 - 1:10:46 PM
Last modification on : Tuesday, June 1, 2021 - 11:47:27 AM

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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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