Portfolio optimization with linear and fixed transaction costs
Year of publication: |
2007
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Authors: | Lobo, Miguel Sousa ; Fazel, Maryam ; Boyd, Stephen |
Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 152.2007, p. 341-366
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Saved in:
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