共 18 条
[1]
Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost[J] . Hiroshi Konno,Keisuke Akishino,Rei Yamamoto.  Computational Optimization and Applications . 2005 (1)
[3]
投资组合优化与无套利分析[M]. 科学出版社 , 李仲飞,汪寿阳著, 2001
[4]
摩擦市场下的投资组合与无套利分析[M]. 科学出版社 , 余湄,董洪斌,汪寿阳著, 2005
[9]
Portfolio Selection Problem with Minimax Type Risk Function[J] . K.L. Teo,X.Q. Yang.  Annals of Operations Research . 2001 (1)
[10]
Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints[J] . Hiroshi Konno,Annista Wijayanayake.  Journal of Global Optimization . 2002 (1)