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"Portfolio optimization under D.C. transaction costs and minimal ..."

Hiroshi Konno, Annista Wijayanayake (2002)

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DOI: 10.1023/A:1013850928936

access: closed

type: Journal Article

metadata version: 2022-10-02

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Hiroshi Konno, Annista Wijayanayake:
Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints. J. Glob. Optim. 22(1-4): 137-154 (2002)

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