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"DC programming approaches for discrete portfolio optimization under ..."

Tao Pham Dinh et al. (2016)

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DOI: 10.1007/S11590-015-0931-2

access: closed

type: Journal Article

metadata version: 2021-04-09

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Tao Pham Dinh, Hoai An Le Thi, Viet Nga Pham, Yi-Shuai Niu:
DC programming approaches for discrete portfolio optimization under concave transaction costs. Optim. Lett. 10(2): 261-282 (2016)

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