A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs

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Publication:3950281

DOI10.1287/mnsc.28.3.303zbMath0488.90014OpenAlexW2041453753MaRDI QIDQ3950281

Marti G. Subrahmanyam, Nitin R. Patel

Publication date: 1982

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.28.3.303



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