"Portfolio Selection with Transaction Costs."

M. H. A. Davis, A. R. Norman (1990)

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DOI: 10.1287/MOOR.15.4.676

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type: Journal Article

metadata version: 2018-11-14

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M. H. A. Davis, A. R. Norman:
Portfolio Selection with Transaction Costs. Math. Oper. Res. 15(4): 676-713 (1990)

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