An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032)
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scientific article
| Language | Label | Description | Also known as |
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| English | An algorithm for portfolio optimization with variable transaction costs. I: Theory |
scientific article |
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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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