Optimal tracking for asset allocation with fixed and proportional transaction costs (Q4610230)
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scientific article; zbMATH DE number 7002123
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal tracking for asset allocation with fixed and proportional transaction costs |
scientific article; zbMATH DE number 7002123 |
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Optimal tracking for asset allocation with fixed and proportional transaction costs (English)
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15 January 2019
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asset allocation
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optimal tracking
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transaction costs
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