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A DC Programming Framework for Portfolio Selection by Minimizing the Transaction Costs

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https://hal.univ-lorraine.fr/hal-03213423
Contributor : Hoai An Le Thi <>
Submitted on : Friday, April 30, 2021 - 1:32:48 PM
Last modification on : Tuesday, June 1, 2021 - 12:45:24 PM

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Pham Viet-Nga, Hoai An Le Thi, Pham Dinh Tao. A DC Programming Framework for Portfolio Selection by Minimizing the Transaction Costs. Advanced Computational Methods for Knowledge Engineering. Studies in Computational Intelligence, 479, pp.31-40, 2013, ⟨10.1007/978-3-319-00293-4_3⟩. ⟨hal-03213423⟩

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