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"A polynomial optimization approach to constant rebalanced portfolio selection."

Yuichi Takano, Renata Sotirov (2012)

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DOI: 10.1007/S10589-011-9436-9

access: closed

type: Journal Article

metadata version: 2022-12-07

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Yuichi Takano, Renata Sotirov:
A polynomial optimization approach to constant rebalanced portfolio selection. Comput. Optim. Appl. 52(3): 645-666 (2012)

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