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Thijs Kamma
ORCID
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 1
Top Topics
Asset Allocation
Trading Systems
Stock Data
Financial Markets
Top Venues
Eur. J. Oper. Res.
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Publications
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Thijs Kamma
,
Antoon Pelsser
Near-optimal asset allocation in financial markets with trading constraints.
Eur. J. Oper. Res.
297 (2) (2022)