Portfolio selection and transactions costs (Q1868392)
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scientific article; zbMATH DE number 1901454
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection and transactions costs |
scientific article; zbMATH DE number 1901454 |
Statements
Portfolio selection and transactions costs (English)
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27 April 2003
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parametric quadratic programming
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portfolio optimization
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transactions costs
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