Multi-objective approaches to portfolio optimization with market impact costs
Crossref DOI link: https://doi.org/10.1007/s12293-022-00381-w
Published Online: 2022-10-22
Published Print: 2022-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wang, Hongze
Li, Xuerong
Hong, Wenjing
Tang, Ke
Funding for this research was provided by:
National Natural Science Foundation of China (71901205)
Text and Data Mining valid from 2022-10-22
Version of Record valid from 2022-10-22
Article History
Received: 18 June 2022
Accepted: 24 September 2022
First Online: 22 October 2022