Corporate Bond Portfolio Optimization with Transaction Costs
Year of publication: |
[2006]
|
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Authors: | Meindl, Peter J |
Other Persons: | Primbs, James (contributor) |
Publisher: |
[2006]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (20 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 14 March 2006 erstellt |
Other identifiers: | 10.2139/ssrn.890709 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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