Optimal portfolio selection with transaction costs
By: Phelim P. Boyle, Xiaodong Lin.
Contributors: Lin, Hsiao-tung.; University of Toronto. Dept. of Statistics.
Series: Technical report / University of Toronto, Dept. of Statistics -- no. 9408.; Technical report (University of Toronto.  Dept. of Statistics) -- no. 9408.
Publisher: University of Toronto, Dept. of Statistics
Published: 1994
Place of publication: Toronto
Language: eng
Number of pages: 23
Subjects: Investment analysis.; Portfolio management -- Mathematical models.; Mathematical optimization.; Investments -- Mathematical models.
Notes: Includes bibliographical references (p. 22-23).