"Portfolio optimization problem under concave transaction costs and minimal ..."

Hiroshi Konno, Annista Wijayanayake (2001)

> Home

Details and statistics

DOI: 10.1007/PL00011397

access: closed

type: Journal Article

metadata version: 2022-10-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mp/KonnoW01
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mp/KonnoW01
Hiroshi Konno, Annista Wijayanayake:
Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints. Math. Program. 89(2): 233-250 (2001)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.