Portfolio optimization with linear and fixed transaction...

Portfolio optimization with linear and fixed transaction costs

Miguel Sousa Lobo, Maryam Fazel, Stephen Boyd
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Volume:
152
Language:
english
Pages:
25
DOI:
10.1007/s10479-006-0145-1
Date:
July, 2007
File:
PDF, 583 KB
english, 2007
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