Portfolio optimization under D.C. 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 under D.C. transaction costs and minimal transaction unit constraints

History

Journal

Journal of Global Optimization

Volume

22

Pagination

137-154

Location

Berlin, Germany

Publisher DOI

https://doi.org/10.1023/a:1013850928936

Open access

No

ISSN

0925-5001

eISSN

1573-2916

Language

eng

Issue

1-4

Publisher

Springer

Publication URL

http://dx.doi.org/10.1023/a:1013850928936

Usage metrics

Categories

Keywords

Uncategorised value

Licence

All Rights Reserved

Exports