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.

PDF(511 KB)
Welcome to Journal of Beijing University of Chemical Technology, Today is
Email Alert　 RSS
PDF(511 KB)
Journal of Beijing University of Chemical Technology ›› 2006, Vol. 33 ›› Issue (6) : 107-109.
研究简报

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

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

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

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(511 KB)

Accesses

Citation

Detail
Sections
Recommended
Copyright © Journal of Beijing University of Chemical Technology, All Rights Reserved.
Powered by Beijing Magtech Co. Ltd,.
support@magtech.com.cn
Total visitors:　 Visitors of today: 　 Now online:

/

〈 〉