A linear programming algorithm for optimal portfolio...

A linear programming algorithm for optimal portfolio selection with transaction costs

Li, Zhong-Fei, Wang, Shou-Yang, Deng, Xiao-Tie
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Volume:
31
Language:
english
Journal:
International Journal of Systems Science
DOI:
10.1080/002077200291514
Date:
January, 2000
File:
PDF, 387 KB
english, 2000
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