Optimal portfolio selection of assets with transaction costs and no short sales (Q3153803)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio selection of assets with transaction costs and no short sales |
scientific article |
Statements
12 September 2003
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assets
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optimal portfolio selection
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transaction costs
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tax
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short sales
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mean-variance method
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Optimal portfolio selection of assets with transaction costs and no short sales (English)
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