Konno, H., & Wijayanayake, A. (2002). Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints. Journal of global optimization, 22(1-4), 137-154. https://doi.org/10.1023/A:1013850928936
Chicago Style (17th ed.) CitationKonno, Hiroshi, and Annista Wijayanayake. "Portfolio Optimization Under D.C. Transaction Costs and Minimal Transaction Unit Constraints." Journal of Global Optimization 22, no. 1-4 (2002): 137-154. https://doi.org/10.1023/A:1013850928936.
MLA (9th ed.) CitationKonno, Hiroshi, and Annista Wijayanayake. "Portfolio Optimization Under D.C. Transaction Costs and Minimal Transaction Unit Constraints." Journal of Global Optimization, vol. 22, no. 1-4, 2002, pp. 137-154, https://doi.org/10.1023/A:1013850928936.