M. S. Al-Nator, S. V. Al-Nator, “Multi-Period Portfolio Management and a Simple Method for Calculating the Realized Return with Transaction Costs”, J Math Sci, 267, № 2, 2022, 234
Moad El Kharrim, “Multi-period fuzzy portfolio optimization model subject to real constraints”, EURO Journal on Decision Processes, 11, 2023, 100041
Areski Cousin, J. Lelong, T. Picard, “Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach”, Applied Mathematical Finance, 2024, 1