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Matrix decomposition and Lagrangian dual method for discrete portfolio optimization under concave transaction costs
Zhen-xing Gao, Shi-tao Zhang, Xiao-ling SunVolume:
13
Language:
english
Pages:
4
DOI:
10.1007/s11741-009-0206-3
Date:
April, 2009
File:
PDF, 184 KB
english, 2009