Annista Wijayanayake

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS
International Journal of Theoretical and Applied Finance
2008-09-03Paper
Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints
Journal of Global Optimization
2004-08-12Paper
Mean-absolute deviation portfolio optimization model under transaction costs
 
2002-07-11Paper
Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
Mathematical Programming. Series A. Series B
2001-10-10Paper


Research outcomes over time


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