Portfolio optimization with linear and fixed transaction costs - Concepedia

Concepedia

Publication | Closed Access

Portfolio optimization with linear and fixed transaction costs

346

Citations

21

References

2006

Year

Miguel Sousa Lobo, Maryam Fazel, S. T. P. Boyd

Annals of Operations Research

Mathematical ProgrammingPortfolio OptimizationEngineeringManagementPortfolio ManagementFinancial EngineeringPortfolio AllocationFinanceOperations Research

References

	Year	Citations

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