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  Constant Rebalanced Portfolio Optimization Under Nonlinear Transaction Costs
 
 
Title: Constant Rebalanced Portfolio Optimization Under Nonlinear Transaction Costs
Author: Takano, Yuichi
Gotoh, Jun-ya
Appeared in: Asia-Pacific financial markets
Paging: Volume 18 (2010) nr. 2 pages 191-211
Year: 2010
Contents:
Publisher: Springer US, Boston
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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