Selecting Portfolios with Fixed Costs and Minimum Transaction Lots

Annals of Operations Research

Volumn 99, Issue 1-4, 2000, Pages 287-304

  Kellerer, Hans ^a   Mansini, Renata ^b   Grazia Speranza, M ^b  

^a UNIVERSITY OF GRAZ   (Austria)

^b UNIVERSITY OF BRESCIA   (Italy)

Author keywords

Integer programming; Portfolio optimization; Transaction costs

Indexed keywords

EID: 0034563313     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1023/a:1019279918596     Document Type: Article

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