An algorithm for portfolio selection in a frictional market (Q858833)
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scientific article; zbMATH DE number 5115431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for portfolio selection in a frictional market |
scientific article; zbMATH DE number 5115431 |
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An algorithm for portfolio selection in a frictional market (English)
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11 January 2007
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portfolio selection
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MAD model
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optimization
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