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scientific article
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scientific article

    Statements

    author
    Zhijuan Chen
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    Zhong-Xing Ye
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    publication date
    12 February 2010
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    zbMATH Keywords
    optimal portfolio
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    linear programming
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    transaction costs
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    90C05
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    90C29
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    zbMATH DE Number
    5669788
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