Quadratic programming with transaction costs (Q2384580)

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Quadratic programming with transaction costs
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    title
    Quadratic programming with transaction costs (English)
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    author
    Michael J. Best
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    Jaroslava Hlouskova
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    publication date
    10 October 2007
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    zbMATH DE Number
    5199335
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    zbMATH Keywords
    Quadratic programming
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    active set algorithm
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    portfolio optimization
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    transaction costs
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    OpenAlex ID
    W2091883123
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