Li ZF, SY Wang and XT Deng (2000). “A Linear Programming Algorithm for Optimal Portfolio Selection with Transaction Costs.” Int J Syst Sci 31(1): 107-117.

Li ZF, SY Wang and XT Deng (2000). “A Linear Programming Algorithm for Optimal Portfolio Selection with Transaction Costs.” Int J Syst Sci 31(1): 107-117.

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