Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558): Difference between revisions

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-Huei-Chuen Huang
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+Huei-Chuen Huang
@@ Property / author: Huei-Chuen Huang / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s10479-014-1574-x
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+W1994312169
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@@ Property / cites work @@
+Robust multiperiod portfolio management in the presence of transaction costs
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+An Algorithm for Portfolio Optimization with Transaction Costs
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+A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
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@@ links / mardi / name / links / mardi / name @@
+Publication:889558