Log-robust portfolio management after transaction costs (Q2454357): Difference between revisions

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+https://doi.org/10.1007/s00291-013-0322-y
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+W2013352210
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@@ Property / cites work @@
+Robust multiperiod portfolio management in the presence of transaction costs
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+Investment Strategies under Transaction Costs: The Finite Horizon Case
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+A log-robust optimization approach to portfolio management
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+Portfolio optimization with linear and fixed transaction costs
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+Log-robust portfolio management after transaction costs
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+A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs
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+Publication:2454357