Periodic portfolio revision with transaction costs (Q2354016): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s00186-015-0500-6 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S00186-015-0500-6 / rank | |||
Normal rank | |||
Latest revision as of 04:03, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Periodic portfolio revision with transaction costs |
scientific article |
Statements
Periodic portfolio revision with transaction costs (English)
0 references
10 July 2015
0 references
portfolio optimization
0 references
transaction costs
0 references
risk measures
0 references
performance measures
0 references
tempered stable distributions
0 references
0 references
