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Optimal portfolio selection of assets with transaction costs and no short sales.
Zhong-Fei Li
Zhong-Xiang Li
Shou-Yang Wang
Xiaotie Deng
Published in:
Int. J. Syst. Sci. (2001)
Keyphrases
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transaction costs
portfolio selection
optimal portfolio
financial markets
portfolio management
portfolio optimization
search costs
stock exchange
optimal solution
dynamic programming
multiple objectives
decision making
decision support system