Work

Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints

Year: 2001

Type: article

Source: Mathematical Programming

DOI: 10.1007/pl00011397

Authors: Hiroshi Konno, Annista Wijayanayake

Institution: Tokyo Institute of Technology

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2052890323

FWCI: 11.32

Cites: 16

Cited by: 193

Related to: 10