"Minimal concave cost rebalance of a portfolio to the efficient frontier."

Hiroshi Konno, Rei Yamamoto (2003)

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DOI: 10.1007/S10107-003-0428-0

access: closed

type: Journal Article

metadata version: 2017-05-27

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Hiroshi Konno, Rei Yamamoto:
Minimal concave cost rebalance of a portfolio to the efficient frontier. Math. Program. 97(3): 571-585 (2003)

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