<?xml version="1.0"?>
<dblp>
<article key="journals/cor/BertsimasP08" mdate="2008-03-05">
<author>Dimitris Bertsimas</author>
<author>Dessislava Pachamanova</author>
<title>Robust multiperiod portfolio management in the presence of transaction costs.</title>
<pages>3-17</pages>
<year>2008</year>
<volume>35</volume>
<journal>Computers &amp; OR</journal>
<number>1</number>
<ee>http://dx.doi.org/10.1016/j.cor.2006.02.011</ee>
<url>db/journals/cor/cor35.html#BertsimasP08</url>
</article>
</dblp>
