Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization (Q4971373)
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scientific article; zbMATH DE number 7258946
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization |
scientific article; zbMATH DE number 7258946 |
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Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization (English)
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12 October 2020
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transaction costs
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estimation error
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robust optimization
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