A Simple Algorithm for Optimal Portfolio Selection with...

A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs

Nitin R. Patel and Marti G. Subrahmanya
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Volume:
28
Language:
english
Journal:
Management Science
DOI:
10.2307/2630883
Date:
March, 1982
File:
PDF, 1.13 MB
english, 1982
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