MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS

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Publication:3523608

DOI10.1142/S0219024901001292zbMath1153.91531OpenAlexW2094508142MaRDI QIDQ3523608

Hiroshi Konno, Annista Wijayanayake

Publication date: 3 September 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024901001292



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