The number of securities giving the maximum return in the presence of transaction costs
Year of publication: |
2008
|
---|---|
Authors: | Lajili-Jarjir, Souad ; Rakotondratsimba, Yves |
Published in: |
Quality & Quantity: International Journal of Methodology. - Springer. - Vol. 42.2008, 5, p. 613-644
|
Publisher: |
Springer |
Subject: | Transaction costs | Portfolio selection | Return optimization |
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