Rebalancing an investment portfolio in the presence of...

Optimization Methods and Software 2013 / 06 Vol. 28; Iss. 3

Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs

Mitchell, John E., Braun, Stephen
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Volume:
28
Language:
english
Journal:
Optimization Methods and Software
DOI:
10.1080/10556788.2012.717940
Date:
June, 2013
File:
PDF, 243 KB
english, 2013
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