Annista Wijayanayake

According to our database, Annista Wijayanayake authored at least 3 papers between 2000 and 2002.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2002

Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints.

Hiroshi Konno, Annista Wijayanayake

J. Glob. Optim., 2002

2001

Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints.

Hiroshi Konno, Annista Wijayanayake

Math. Program., 2001

2000

Optimal portfolio construction/rebalancing under nonconvex transaction cost.

Hiroshi Konno, Annista Wijayanayake

Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, 2000