A minimax rule for portfolio selection in frictional markets
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Publication:1395151
DOI10.1007/s001860200241zbMath1049.91088OpenAlexW2093341720MaRDI QIDQ1395151
Shou-Yang Wang, Mei Yu, Yoshitsugu Yamamoto
Publication date: 26 June 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860200241
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