Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558): Difference between revisions
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Revision as of 01:31, 5 March 2024
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| English | 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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