Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs
| Year of publication: |
2012
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|---|---|
| Authors: | Atkinson, Colin ; Quek, Gary |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 19.2012, 3 (1.7.), p. 265-299
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