Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.
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Publication:2478407
DOI10.1155/2007/82753zbMath1145.91021MaRDI QIDQ2478407
Publication date: 28 March 2008
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/54513
91G10: Portfolio theory
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