Robust multiperiod portfolio management in the presence of transaction costs

Published 2006 View Full Article

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Title
Robust multiperiod portfolio management in the presence of transaction costs
Authors
Keywords
-
Journal
COMPUTERS & OPERATIONS RESEARCH
Volume 35, Issue 1, Pages 3-17
Publisher
Elsevier BV
Online
2006-03-24
DOI
10.1016/j.cor.2006.02.011

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