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MouHsiung Chang
Information about the author MouHsiung Chang will soon be added to the site.
Found
3 papers
in total
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Hereditary Portfolio Optimization with Taxes and Fixed Plus Proportional Transaction CostsPart II
2007
This paper is the continuation of the paper entitled Hereditary portfolio optimization...
Hereditary Portfolio Optimization with Taxes and Fixed Plus Proportional Transaction Costs, Part II
2007
This paper is the continuation of the paper entitled Hereditary portfolio optimization...
Hereditary Portfolio Optimization with Taxes and Fixed Plus Proportional Transaction Costs, Part I
2007
This is the first of the two companion papers which treat an infinite time horizon...
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