Optimization ofN-risky asset portfolios with stochastic variance and transaction costs

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Publication:3568909

DOI10.1080/14697680903170791zbMath1195.91141OpenAlexW2071724327WikidataQ60171467 ScholiaQ60171467MaRDI QIDQ3568909

Pongsathorn Ingpochai, Colin Atkinson

Publication date: 16 June 2010

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680903170791




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