Optimal Portfolio Revision with a Proportional Transaction Cost (Q4074604)

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Optimal Portfolio Revision with a Proportional Transaction Cost
scientific article

    Statements

    title
    Optimal Portfolio Revision with a Proportional Transaction Cost (English)
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    author
    Jules H. Kamin
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    publication date
    1975
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    Identifiers

    zbMATH DE Number
    3492388
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