DC programming approach for portfolio optimization under step increasing transaction costs

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Publication:3625227

DOI10.1080/02331930902741721zbMath1160.91015OpenAlexW2159455799MaRDI QIDQ3625227

Tao Pham Dinh, Mahdi Moeini, Hoai An Le Thi

Publication date: 12 May 2009

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930902741721




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