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"Technical Note - A Robust Perspective on Transaction Costs in Portfolio ..."
Alba V. Olivares-Nadal, Victor DeMiguel (2018)
- Alba V. Olivares-Nadal, Victor DeMiguel:
Technical Note - A Robust Perspective on Transaction Costs in Portfolio Optimization. Oper. Res. 66(3): 733-739 (2018)
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