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"Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost."

Hiroshi Konno, Keisuke Akishino, Rei Yamamoto (2005)

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DOI: 10.1007/S10589-005-2056-5

access: closed

type: Journal Article

metadata version: 2020-07-14

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  - https://dblp.org/rec/journals/coap/KonnoAY05
Hiroshi Konno, Keisuke Akishino, Rei Yamamoto:
Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost. Comput. Optim. Appl. 32(1-2): 115-132 (2005)

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