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Kangjianan Xie
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 1
Top Topics
Portfolio Selection
Transaction Costs
Third Party
Named Entities
Top Venues
SIAM J. Financial Math.
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Publications
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Johannes Ruf
,
Kangjianan Xie
The Impact of Proportional Transaction Costs on Systematically Generated Portfolios.
SIAM J. Financial Math.
11 (3) (2020)