Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency

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Publication:6158404

DOI10.1080/14697688.2022.2145231zbMath1518.91247MaRDI QIDQ6158404

Chi Seng Pun, Zi Ye

Publication date: 20 June 2023

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






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