Log-robust portfolio management after transaction costs (Q2454357)

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Log-robust portfolio management after transaction costs
scientific article

    Statements

    title
    Log-robust portfolio management after transaction costs (English)
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    author
    Yuntaek Pae
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    Navid Sabbaghi
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    published in
    OR Spectrum
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    publication date
    13 June 2014
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    zbMATH Keywords
    robust portfolio optimization
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    transaction costs
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    Identifiers

    zbMATH DE Number
    6303950
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