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Haugh, Martin B.; Kogan, Leonid - In: Operations research : the journal of the Operations … 52 (2004) 2, pp. 258-270

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Kogan, Leonid; Papanikolaou, Dimitris - In: The American economic review 100 (2010) 2, pp. 532-537

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Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997

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