Robust multiperiod portfolio management in the presence of transaction costs (Q2384579)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust multiperiod portfolio management in the presence of transaction costs |
scientific article |
Statements
Robust multiperiod portfolio management in the presence of transaction costs (English)
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10 October 2007
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robust optimization
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multiperiod portfolio management
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