MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS
Year of publication: |
2006
|
---|---|
Authors: | Muthuraman, Kumar ; Kumar, Sunil |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 16.2006, 2, p. 301-335
|
Publisher: |
Wiley Blackwell |
Saved in:
freely available
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