Multi-Period Trading via Convex Optimization (Q6286081)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-Period Trading via Convex Optimization |
preprint article from arXiv |
Statements
28 April 2017
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q-fin.PM
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math.OC
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Stephen Boyd
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Enzo Busseti
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Steven Diamond
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Ronald N. Kahn
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Kwangmoo Koh
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Peter Nystrup
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Jan Speth
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