Linear versus quadratic portfolio optimization model with transaction cost

DOI10.1063/1.4882537OpenAlexW2023398479MaRDI QIDQ6051824

Unnamed Author, Unnamed Author, Unnamed Author

Publication date: 20 October 2023

Published in: AIP Conference Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4882537

Mathematics Subject Classification ID

General applied mathematics (00A69)

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