THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
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Publication:4889754
DOI10.15807/jorsj.39.99zbMath0851.90014OpenAlexW2109635221MaRDI QIDQ4889754
Publication date: 6 August 1996
Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15807/jorsj.39.99
Applications of mathematical programming (90C90) Stochastic programming (90C15) Portfolio theory (91G10)
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