Portfolio optimization with linear and fixed transaction costs (Q2480252): Difference between revisions
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Revision as of 08:01, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization with linear and fixed transaction costs |
scientific article |
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Portfolio optimization with linear and fixed transaction costs (English)
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31 March 2008
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portfolio optimization
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transaction costs
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convex programming
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