Yusen Xia, Shouyang Wang, Xiaotie Deng. A compromise solution to mutual funds portfolio selection with transaction costs. European Journal of Operational Research, 134(3):564-581, 2001. [doi]
@article{XiaWD01,
title = {A compromise solution to mutual funds portfolio selection with transaction costs},
author = {Yusen Xia and Shouyang Wang and Xiaotie Deng},
year = {2001},
doi = {10.1016/S0377-2217(00)00278-2},
url = {http://dx.doi.org/10.1016/S0377-2217(00)00278-2},
researchr = {https://researchr.org/publication/XiaWD01},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {134},
number = {3},
pages = {564-581},
}