Robust multiperiod portfolio management in the presence of transaction costs (Q2384579): Difference between revisions

@@ Property / author @@
-Dimitris J. Bertsimas
@@ Property / author: Dimitris J. Bertsimas / rank @@
-Normal rank
@@ Property / author @@
+Dimitris J. Bertsimas
@@ Property / author: Dimitris J. Bertsimas / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cor.2006.02.011
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@@ Property / OpenAlex ID @@
+W2066115215
@@ Property / OpenAlex ID: W2066115215 / rank @@
+Normal rank
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@@ links / mardi / name / links / mardi / name @@
+Publication:2384579