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"Portfolio selection with transaction costs under expected shortfall ..."

Thomas Breuer, Martin Jandacka (2008)

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DOI: 10.1007/S10287-007-0055-Y

access: closed

type: Journal Article

metadata version: 2020-05-10

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Thomas Breuer, Martin Jandacka:
Portfolio selection with transaction costs under expected shortfall constraints. Comput. Manag. Sci. 5(4): 305-316 (2008)

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