Marina Leal, Diego Ponce, Justo Puerto. Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs. European Journal of Operational Research, 284(2):712-727, 2020. [doi]
@article{LealPP20,
title = {Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs},
author = {Marina Leal and Diego Ponce and Justo Puerto},
year = {2020},
doi = {10.1016/j.ejor.2019.12.039},
url = {https://doi.org/10.1016/j.ejor.2019.12.039},
researchr = {https://researchr.org/publication/LealPP20},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {284},
number = {2},
pages = {712-727},
}