No-transaction bounds and estimation risk (Q3568906): Difference between revisions

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+Portfolio selection and transactions costs
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+An Algorithm for Portfolio Optimization with Transaction Costs
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+Portfolio Selection with Transaction Costs
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+Q3185327
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+Estimation for Markowitz Efficient Portfolios
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Distributional properties of portfolio weights
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+Comparison of different estimation techniques for portfolio selection
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+Hierarchical Bayes Methods for Multifactor Model Estimation and Portfolio Selection
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