%0 Journal Article %1 journals/anor/FuNHH15 %A Fu, Ying Hui %A Ng, Kien Ming %A Huang, Boray %A Huang, Huei Chuen %D 2015 %J Ann. Oper. Res. %K dblp %N 1 %P 135-156 %T Portfolio optimization with transaction costs: a two-period mean-variance model. %U http://dblp.uni-trier.de/db/journals/anor/anor233.html#FuNHH15 %V 233

@article{journals/anor/FuNHH15, added-at = {2021-10-14T00:00:00.000+0200}, author = {Fu, Ying Hui and Ng, Kien Ming and Huang, Boray and Huang, Huei Chuen}, biburl = {https://www.bibsonomy.org/bibtex/216b5dce7d53f00f60f44427470d2ad9f/dblp}, ee = {https://doi.org/10.1007/s10479-014-1574-x}, interhash = {2fd7971690c8a87d1ed804c9e43d1db2}, intrahash = {16b5dce7d53f00f60f44427470d2ad9f}, journal = {Ann. Oper. Res.}, keywords = {dblp}, number = 1, pages = {135-156}, timestamp = {2024-04-08T10:57:33.000+0200}, title = {Portfolio optimization with transaction costs: a two-period mean-variance model.}, url = {http://dblp.uni-trier.de/db/journals/anor/anor233.html#FuNHH15}, volume = 233, year = 2015 }