"Portfolio Selection under Piecewise Affine Transaction Costs: An Integer ..."

Mohamed Lemrabott et al. (2008)

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DOI: 10.1007/978-3-540-87477-5_21

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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  - conf/mco/LemrabottGYR08
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Mohamed Lemrabott, Serigne Gueye, Adnan Yassine, Yves Rakotondratsimba:
Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation. MCO 2008: 190-196

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