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"Transaction Costs-Aware Portfolio Optimization via Fast Lowner-John ..."

Weiwei Shen, Jun Wang (2015)

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DOI: 10.1609/AAAI.V29I1.9453

access: open

type: Conference or Workshop Paper

metadata version: 2023-09-18

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Weiwei Shen, Jun Wang:
Transaction Costs-Aware Portfolio Optimization via Fast Lowner-John Ellipsoid Approximation. AAAI 2015: 1854-1860

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