Multi-period mean-variance portfolio selection with fixed and proportional transaction costs (Q380498): Difference between revisions

@@ Property / author @@
-Zhen Wang
@@ Property / author: Zhen Wang / rank @@
-Normal rank
@@ Property / author @@
+Zhen Wang
@@ Property / author: Zhen Wang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C39
@@ Property / Mathematics Subject Classification ID: 90C39 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6226881
@@ Property / zbMATH DE Number: 6226881 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal portfolio
@@ Property / zbMATH Keywords: optimal portfolio / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean-variance portfolio selection
@@ Property / zbMATH Keywords: mean-variance portfolio selection / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic programming
@@ Property / zbMATH Keywords: dynamic programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+transaction cost
@@ Property / zbMATH Keywords: transaction cost / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.3934/jimo.2013.9.643
+Normal rank
@@ Property / OpenAlex ID @@
+W2328310979
@@ Property / OpenAlex ID: W2328310979 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:380498