Optimal portfolio construction/rebalancing under nonconvex transaction cost. - Hiroshi Konno; Annista Wijayanayake (CIFEr, 2000)

Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints. - Hiroshi Konno; Annista Wijayanayake (Math. Program., 2001)

Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints. - Hiroshi Konno; Annista Wijayanayake (J. Glob. Optim., 2002)