An Algorithm for Portfolio Optimization with Transaction Costs
| Year of publication: |
2005
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|---|---|
| Authors: | Best, Michael J. ; Hlouskova, Jaroslava |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 51.2005, 11, p. 1676-1688
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