"Analytical Results and Efficient Algorithm for Optimal Portfolio ..."

Jingnan Chen et al. (2014)

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DOI: 10.1287/OPRE.2013.1222

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type: Journal Article

metadata version: 2022-12-18

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Jingnan Chen, Liming Feng, Jiming Peng, Yinyu Ye:
Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact. Oper. Res. 62(1): 195-206 (2014)

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