Portfolio optimization with linear and fixed transaction costs
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Publication:2480252
DOI10.1007/s10479-006-0145-1zbMath1132.91474OpenAlexW2155681181WikidataQ114830238 ScholiaQ114830238MaRDI QIDQ2480252
Miguel Sousa Lobo, Maryam Fazel, Stephen P. Boyd
Publication date: 31 March 2008
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-006-0145-1
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