An optimal portfolio selection model with transaction costs under the constraint of higher moments (Q3402722)
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scientific article; zbMATH DE number 5669788
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| English | An optimal portfolio selection model with transaction costs under the constraint of higher moments |
scientific article; zbMATH DE number 5669788 |
Statements
12 February 2010
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optimal portfolio
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linear programming
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transaction costs
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0.8935592174530029
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0.8477712869644165
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0.8324922323226929
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