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pdlug Lobo [1 article]

Recent papers posted to pdlug library by the author Lobo. You can also see Lobo everyone.
  • Portfolio Optimization with Linear and Fixed Transaction Costs
    Annals of Operations Research, Vol. 152, No. 1. (July 2007), pp. 376-394.
    by M Lobo, M Fazel, S Boyd
    posted to portfolio optimization finance by pdlug on 2008-04-25 05:06:24 as **
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