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"Multi-period mean-semi-entropy portfolio management with transaction costs ..."

Jiandong Zhou, Xiang Li (2021)

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DOI: 10.1007/S12652-020-02053-4

access: closed

type: Journal Article

metadata version: 2021-04-09

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Jiandong Zhou, Xiang Li:
Multi-period mean-semi-entropy portfolio management with transaction costs and bankruptcy control. J. Ambient Intell. Humaniz. Comput. 12(1): 705-715 (2021)

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