Portfolio optimization with linear and fixed transaction costs.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/anor/LoboFB07
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dc:
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https://dblp.l3s.de/d2r/resource/authors/Maryam_Fazel
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https://dblp.l3s.de/d2r/resource/authors/Miguel_Sousa_Lobo
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https://dblp.l3s.de/d2r/resource/authors/Stephen_P._Boyd
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http://dx.doi.org/doi.org%2F10.1007%2Fs10479-006-0145-1
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DBLP journals/anor/LoboFB07
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DOI doi.org%2F10.1007%2Fs10479-006-0145-1
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issued
2007
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Portfolio optimization with linear and fixed transaction costs.
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1
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swrc:
pages
341-365
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dc:
subject
Portfolio optimization; Transaction costs; Convex programming
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Portfolio optimization with linear and fixed transaction costs.
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152
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