A compromise solution to mutual funds portfolio selection with transaction costs.
https://doi.org/10.1016/S0377-2217(00)00278-2
@article{DBLP:journals/eor/XiaWD01,
author = {Yusen Xia and
Shouyang Wang and
Xiaotie Deng},
title = {A compromise solution to mutual funds portfolio selection with transaction
costs},
journal = {Eur. J. Oper. Res.},
volume = {134},
number = {3},
pages = {564--581},
year = {2001},
url = {https://doi.org/10.1016/S0377-2217(00)00278-2},
doi = {10.1016/S0377-2217(00)00278-2},
timestamp = {Fri, 27 Mar 2020 08:45:38 +0100},
biburl = {https://dblp.org/rec/journals/eor/XiaWD01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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