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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of trading"
~person:"Konno, Hiroshi"
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International journal of theoretical and applied finance
The journal of trading
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Portfolio optimization of small scale fund using mean-absolute deviation model
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 403-418
Persistent link: https://www.econbiz.de/10001779826
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2
Minimal cost index tracking under nonlinear
transaction
costs
and minimal transaction unit constraints
Konno, Hiroshi
;
Wijayanayake, Annista
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 939-957
Persistent link: https://www.econbiz.de/10001632658
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