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X.T. Deng
Information about the author X.T. Deng will soon be added to the site.
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3 papers
in total
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Optimal dynamic portfolio selection with earnings-at-risk
2007
In this paper we investigate a continuous-time portfolio selection problem. Instead of...
Optimal portfolio selection of assets with transaction costs and no short sales
2001
In this paper we study the optimal portfolio selection problem for assets. A...
A linear programming algorithm for optimal portfolio selection with transaction costs
2000
We study the optimal portfolio selection problem with transaction costs. In general,...
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