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Multistage stochastic mean-variance portfolio analysis with transaction costs

Nalan Gulpinar, Berc Rustem, R Settergren

Conference or Workshop Paper
8th international conference on computational economics; computing in economics and finance; innovations in financial and economic networks, France, 2002
2002
Edward Elgar
ISBN 1-8437-6415-6
BibTEX file for the publication
 

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