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Chapter 6 Models for Portfolio Revision with Transaction Costs in the Mean-Variance Framework

Year: 2010

Type: article

Authors: Andrew H. Chen, Frank J. Fabozzi, Dashan Huang

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2503009829

FWCI:

Cites: 37

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Related to: 10