"A unified approach to portfolio optimization with linear transaction costs."

Valeri I. Zakamouline (2005)

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DOI: 10.1007/S00186-005-0005-9

access: closed

type: Journal Article

metadata version: 2022-10-02

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Valeri I. Zakamouline:
A unified approach to portfolio optimization with linear transaction costs. Math. Methods Oper. Res. 62(2): 319-343 (2005)

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