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robust multiperiod portfolio management in the presence of transaction costs.pdf

上传者: 2020-09-29 13:02:32上传 PDF文件 212.63KB 热度 14次
Bertsimas, D. , & Pachamanova, D. (2008). Robust multiperiod portfolio management in the presence of transaction costs. Computers & Operations Research, 35 , 3–17 .
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