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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Brown, David B."
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Brown, David B.
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Management science : journal of the Institute for Operations Research and the Management Sciences
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Faculty & research / Insead : working paper series
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ECONIS (ZBW)
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Dynamic portfolio optimization with transaction costs : heuristics and dual bounds
Brown, David B.
;
Smith, James E.
- In:
Management science : journal of the Institute for …
57
(
2011
)
10
,
pp. 1752-1770
Persistent link: https://www.econbiz.de/10009383641
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2
Optimal portfolio liquidation with distress risk
Brown, David B.
;
Carlin, Bruce Ian
;
Sousa Lobo, Miguel
- In:
Management science : journal of the Institute for …
56
(
2010
)
11
,
pp. 1997-2014
Persistent link: https://www.econbiz.de/10008748096
Saved in:
3
Satisficing measures for analysis of risky positions
Brown, David B.
;
Sim, Melvyn
- In:
Management science : journal of the Institute for …
55
(
2009
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10003873683
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