Multi‐asset portfolio optimization with transaction cost
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Publication:4673731
DOI10.1080/13504860410001693496zbMath1106.91319OpenAlexW2043726147WikidataQ60171491 ScholiaQ60171491MaRDI QIDQ4673731
Sutee Mokkhavesa, Colin Atkinson
Publication date: 9 May 2005
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504860410001693496
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