No-transaction bounds and estimation risk (Q3568906): Difference between revisions

@@ 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/10.1080/14697680903067104
+Normal rank
@@ Property / OpenAlex ID @@
+W2065032909
@@ Property / OpenAlex ID: W2065032909 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio selection and transactions costs
@@ Property / cites work: Portfolio selection and transactions costs / rank @@
+Normal rank
@@ Property / cites work @@
+An Algorithm for Portfolio Optimization with Transaction Costs
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation for Markowitz Efficient Portfolios
@@ Property / cites work: Estimation for Markowitz Efficient Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Distributional properties of portfolio weights
@@ Property / cites work: Distributional properties of portfolio weights / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of different estimation techniques for portfolio selection
+Normal rank
@@ Property / cites work @@
+Hierarchical Bayes Methods for Multifactor Model Estimation and Portfolio Selection
+Normal rank