Constant Rebalanced Portfolio Optimization Under Nonlinear...

Constant Rebalanced Portfolio Optimization Under Nonlinear Transaction Costs

Yuichi Takano, Jun-ya Gotoh
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Volume:
18
Language:
english
Pages:
21
DOI:
10.1007/s10690-010-9130-4
Date:
May, 2011
File:
PDF, 786 KB
english, 2011
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