Portfolio Optimization Under Transaction Costs
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An Algorithm for Portfolio Optimization with Transaction Costs
Author | : Michael J. Best |
Publisher | : |
Total Pages | : 27 |
Release | : 2001 |
Genre | : Convex programming |
ISBN | : |
Discrete-Time Portfolio Optimization with Transaction Costs
Author | : Feiran Tao |
Publisher | : |
Total Pages | : |
Release | : 2013 |
Genre | : |
ISBN | : |
This paper studies a fini ...