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Zhou, Zhongbao, Zeng, Ximei, Xiao, Helu, Ren, Tiantian, Liu, Wenbin (2018) Multiperiod portfolio optimization for asset-liability management with quadratic transaction costs. Journal of Industrial & Management Optimization, 15 (3). pp. 1493-1515. ISSN 1553-166X. (doi:10.3934/jimo.2018106) (KAR id:73737)

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