Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs

DOI10.1007/s10957-013-0348-yzbMath1300.91043OpenAlexW2071045682MaRDI QIDQ2247929

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Publication date: 30 June 2014

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-013-0348-y

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