Dynamic Portfolio Optimization with Transaction Costs: Heuristics and Dual Bounds
| Year of publication: |
2011
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|---|---|
| Authors: | Brown, David B. ; Smith, James E. |
| 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. 57.2011, 10, p. 1752-1771
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