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[IEEE IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) - New York, NY, USA (26-28 March 2000)] Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.00TH8520) - Optimal portfolio construction/rebalancing under nonconvex transaction cost
Konno, H., Wijayanayake, A.Year:
2000
Language:
english
DOI:
10.1109/CIFER.2000.844595
File:
PDF, 221 KB
english, 2000