A Linear Programming Method for Portfolio Selection with Transaction Costs

Feng Mei YANG

Systems Engineering - Theory & Practice ›› 2001, Vol. 21 ›› Issue (6) : 20-25.

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Systems Engineering - Theory & Practice ›› 2001, Vol. 21 ›› Issue (6) : 20-25. DOI: 10.12011/1000-6788(2001)6-20
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A Linear Programming Method for Portfolio Selection with Transaction Costs

  • Feng Mei YANG
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2001, 21(6): 20-25 https://doi.org/10.12011/1000-6788(2001)6-20

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