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Portfolio Selection with Small Transaction Costs and Binding Portfolio Constraints

✍ Scribed by Liu, Ren; Muhle-Karbe, Johannes

Book ID: 121318357
Publisher: Society for Industrial and Applied Mathematics
Year: 2013
Tongue: English
Weight: 444 KB
Volume: 4
Category: Article
ISSN: 1945-497X
DOI: 10.1137/120885036

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