A simplified method for transforming a portfolio selection problem with transaction costs to a linear programming problem
WU Guoyun;YANG Fengmei
Journal of Beijing University of Chemical Technology ›› 2006, Vol. 33 ›› Issue (6) : 107-109.
A simplified method for transforming a portfolio selection problem with transaction costs to a linear programming problem
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 | 〉 |