A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs
Author | : Sungsoo Na |
Publisher | : |
Total Pages | : 127 |
Release | : 2008 |
ISBN-10 | : OCLC:355317987 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs by : Sungsoo Na
Download or read book A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs written by Sungsoo Na and published by . This book was released on 2008 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: Keywords: heuristic optimization, portfolio optimization model, transaction costs.