Hongze Wang, Xuerong Li, Wenjing Hong, Ke Tang. Multi-objective approaches to portfolio optimization with market impact costs. Memetic Computing, 14(4):411-421, 2022. [doi]
@article{WangLHT22,
title = {Multi-objective approaches to portfolio optimization with market impact costs},
author = {Hongze Wang and Xuerong Li and Wenjing Hong and Ke Tang},
year = {2022},
doi = {10.1007/s12293-022-00381-w},
url = {https://doi.org/10.1007/s12293-022-00381-w},
researchr = {https://researchr.org/publication/WangLHT22},
cites = {0},
citedby = {0},
journal = {Memetic Computing},
volume = {14},
number = {4},
pages = {411-421},
}