DC programming approaches for discrete portfolio optimization under concave transaction costs
Crossref DOI link: https://doi.org/10.1007/s11590-015-0931-2
Published Online: 2015-09-07
Published Print: 2016-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pham Dinh, Tao
Le Thi, Hoai An
Pham, Viet Nga
Niu, Yi-Shuai
Text and Data Mining valid from 2015-09-07