An Algorithm for Portfolio Optimization with Transaction Costs
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Publication:3115937
DOI10.1287/mnsc.1050.0418zbMath1232.91725MaRDI QIDQ3115937
Michael J. Best, Jaroslava Hlouskova
Publication date: 21 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.1050.0418
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