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"Log-robust portfolio management after transaction costs."

Yuntaek Pae, Navid Sabbaghi (2014)

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DOI: 10.1007/S00291-013-0322-Y

access: closed

type: Journal Article

metadata version: 2020-03-06

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  - journals/ors/PaeS14
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Yuntaek Pae, Navid Sabbaghi:
Log-robust portfolio management after transaction costs. OR Spectr. 36(1): 95-112 (2014)

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