Multi‐asset portfolio optimization with transaction cost

DOI10.1080/13504860410001693496zbMath1106.91319OpenAlexW2043726147WikidataQ60171491 ScholiaQ60171491MaRDI QIDQ4673731

Sutee Mokkhavesa, Colin Atkinson

Publication date: 9 May 2005

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504860410001693496

Mathematics Subject Classification ID

Portfolio theory (91G10)

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