DBLP Record 'journals/cor/BertsimasP08'

BibTeX

@article{DBLP:journals/cor/BertsimasP08,
  author    = {Dimitris Bertsimas and
               Dessislava Pachamanova},
  title     = {Robust multiperiod portfolio management in the presence
               of transaction costs},
  journal   = {Computers {\&} OR},
  volume    = {35},
  number    = {1},
  year      = {2008},
  pages     = {3-17},
  ee        = {http://dx.doi.org/10.1016/j.cor.2006.02.011},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}