Multi-asset portfolio optimization with transaction cost
Year of publication: |
2004
|
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Authors: | Atkinson, Colin ; Mokkhavesa, S. |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 11.2004, 2, p. 95-123
|
Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Theorie | Theory |
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