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Search Results

• Scaled and stable mean-variance-EVaR portfolio selection strategy with proportional transaction costs

  Ebenezer Fiifi Emire Atta Mills, Bo Yu, Jie Yu

  Abstract 1565 | PDF Downloads 1303 | DOI https://doi.org/10.3846/16111699.2017.1342272

  Page 561-584
  

  2017-08-27