A polynomial optimization approach to constant rebalanced portfolio selection

Published 2011 View Full Article

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Title
A polynomial optimization approach to constant rebalanced portfolio selection
Authors
Keywords
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Journal
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
Volume 52, Issue 3, Pages 645-666
Publisher
Springer Nature
Online
2011-09-21
DOI
10.1007/s10589-011-9436-9
References
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