A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs (Q3950281): Difference between revisions

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Revision as of 00:15, 6 February 2024

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A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs
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    A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs (English)
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    1982
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    optimal portfolio selection
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    fixed transaction costs
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    specially structured variance-covariance matrix of returns
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    algorithm
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    finance
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    investments
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