An algorithm for portfolio selection in a frictional market (Q858833)

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scientific article; zbMATH DE number 5115431
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    An algorithm for portfolio selection in a frictional market
    scientific article; zbMATH DE number 5115431

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      An algorithm for portfolio selection in a frictional market (English)
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      11 January 2007
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      portfolio selection
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      MAD model
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      optimization
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