Portfolio optimization with concave transaction costs
Year of publication: |
Dec. 2002 ; [Elektronische Ressource]
|
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Other Persons: | Demchuk, Andriy (contributor) |
Institutions: | International Center for Financial Asset Management and Engineering (contributor) |
Publisher: |
Genève : FAME |
Subject: | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Transaktionskosten | Transaction costs |
Extent: | Online-Ressource, 35 p. = 1724 Kb, text ill |
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Series: | FAME research paper series. - Geneva, ZDB-ID 2121033-0. - Vol. 103 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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