MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS
| Year of publication: |
2006
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|---|---|
| Authors: | Muthuraman, Kumar ; Kumar, Sunil |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 16.2006, 2, p. 301-336
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