Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558): Difference between revisions

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@@ Property / DOI: 10.1007/s10479-014-1574-x / rank @@
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+W1994312169
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@@ Property / cites work @@
+Robust multiperiod portfolio management in the presence of transaction costs
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+An Algorithm for Portfolio Optimization with Transaction Costs
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@@ Property / DOI: 10.1007/S10479-014-1574-X / rank @@
+Normal rank