"An algorithm for portfolio selection in a frictional market."

Mingming Liu, Yan Gao (2006)

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DOI: 10.1016/J.AMC.2006.05.048

access: closed

type: Journal Article

metadata version: 2020-02-21

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Mingming Liu, Yan Gao:
An algorithm for portfolio selection in a frictional market. Appl. Math. Comput. 182(2): 1629-1638 (2006)

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