Risk constraints for portfolio optimization with fixed-fee transaction cost
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Published:2017
Issue:
Volume:
Page:
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ISSN:2047-1238
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Container-title:The Journal of Investment Strategies
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language:
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Short-container-title:JOIS
Author:
Hirsch Michael,Navarro Nicole
Publisher
Infopro Digital Services Limited
Subject
Strategy and Management,General Economics, Econometrics and Finance