A simplified method for transforming a portfolio selection problem with transaction costs to a linear programming problem

WU Guoyun;YANG Fengmei

Journal of Beijing University of Chemical Technology ›› 2006, Vol. 33 ›› Issue (6) : 107-109.

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Journal of Beijing University of Chemical Technology ›› 2006, Vol. 33 ›› Issue (6) : 107-109.
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A simplified method for transforming a portfolio selection problem with transaction costs to a linear programming problem

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2006, 33(6): 107-109

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