An algorithm for portfolio trades with transaction costs
Year of publication: |
2011
|
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Authors: | Rhee, Thomas A. |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 6.2011, 4, p. 53-59
|
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection |
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