Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558): Difference between revisions

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Latest revision as of 00:32, 11 July 2024

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Portfolio optimization with transaction costs: a two-period mean-variance model
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    Portfolio optimization with transaction costs: a two-period mean-variance model (English)
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    9 November 2015
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    investment analysis
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    multiperiod portfolio optimization
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    mean-variance analysis
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    transaction costs
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