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Math Help - To find the right equation to solve the portfolio selection algorithm

  1. #1
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    To find the right equation to solve the portfolio selection algorithm

    I need to find the right expression to find the solution to the algorithm, being described in a paper titled "A simple Algorithm for Optimal Portfolio Selection with fixed transaction costs" by Nitin R Patel and Marti G Subrahmanyam.

    Its hard to describe the problem without one reading the paper. IF you could google the title of the paper you would get it.

    My issue is I am not able to understand how to Solve the objective function for the algorithm.....

    please could someone tell me how they got those values in their example..!!??
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  2. #2
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    Please give a direct link.
    Or copy-paste what you want us to help you with.
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  3. #3
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    I have been trying to attach the paper as an attachment but I am not able to do that!!
    Is there any restriction attaching a file for a new member!??
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