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Portfolio Optimization Under Regime Switching and Transaction Costs : Combini…
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Mulvey, John M.Li, Xiaoyue

Multiperiod financial models provide superior capabilities over single-period myopic approaches but, in general, suffer from the curse of dimensionality. Prominent features include transaction cost…

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Assisting Defined-Benefit Pension Plans
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FABOZZI, Frank J.Mulvey, John M.Simsek, Koray D.Zhuojuan, ZhangPauling, William R.


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