Optimal portfolio selection of assets with transaction costs and no short sales

Author: Li Zhong-Fei   Li Zhong-Xiang   Wang Shou-Yang   Deng Xiao-Tie  

Publisher: Taylor & Francis Ltd

ISSN: 1464-5319

Source: International Journal of Systems Science, Vol.32, Iss.5, 2001-05, pp. : 599-607

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Abstract