An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032): Difference between revisions
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Revision as of 02:38, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | An algorithm for portfolio optimization with variable transaction costs. I: Theory |
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An algorithm for portfolio optimization with variable transaction costs. I: Theory (English)
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5 May 2008
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convex programming
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portfolio optimization
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variable transaction costs
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