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"An Algorithm for Portfolio Optimization with Transaction Costs."

Michael J. Best, Jaroslava Hlouskova (2005)

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DOI: 10.1287/MNSC.1050.0418

access: closed

type: Journal Article

metadata version: 2020-06-30

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Michael J. Best, Jaroslava Hlouskova:
An Algorithm for Portfolio Optimization with Transaction Costs. Manag. Sci. 51(11): 1676-1688 (2005)

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