A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection

Y. Takano and Renata Sotirov ()

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2010
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Related works:
Journal Article: A polynomial optimization approach to constant rebalanced portfolio selection (2012)
Working Paper: A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection (2010)
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