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"A linear reaction technique for dynamic asset allocation in the presence ..."

Giuseppe Carlo Calafiore (2008)

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DOI: 10.1109/CDC.2008.4738599

access: closed

type: Conference or Workshop Paper

metadata version: 2019-09-25

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Giuseppe Carlo Calafiore:
A linear reaction technique for dynamic asset allocation in the presence of transaction costs. CDC 2008: 1765-1770

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