"Near-optimal asset allocation in financial markets with trading constraints."

Thijs Kamma, Antoon Pelsser (2022)

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DOI: 10.1016/J.EJOR.2021.06.029

access: closed

type: Journal Article

metadata version: 2022-01-03

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Thijs Kamma, Antoon Pelsser:
Near-optimal asset allocation in financial markets with trading constraints. Eur. J. Oper. Res. 297(2): 766-781 (2022)

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