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Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints

journal contribution
posted on 2024-12-03, 04:17 authored by H Konno, Annie WijayanayakeAnnie Wijayanayake
Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints

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Journal

Mathematical Programming, Series B

Volume

89

Pagination

233-250

Location

Berlin, Germany

Publisher DOI

Open access

  • No

ISSN

0025-5610

Language

eng

Issue

2

Publisher

Springer

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    All Rights Reserved

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