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DC programming approaches for discrete portfolio optimization under concave transaction costs
Pham Dinh, Tao, Le Thi, Hoai An, Pham, Viet Nga, Niu, Yi-ShuaiVolume:
10
Langue:
english
Journal:
Optimization Letters
DOI:
10.1007/s11590-015-0931-2
Date:
February, 2016
Fichier:
PDF, 489 KB
english, 2016