Multi-period mean-variance portfolio selection with fixed and proportional transaction costs

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Publication:380498

DOI10.3934/JIMO.2013.9.643zbMath1281.90080OpenAlexW2328310979MaRDI QIDQ380498

San-Yang Liu, Zhen Wang

Publication date: 14 November 2013

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2013.9.643




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