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

@@ Property / DOI @@
-.1007/s00291-013-0322-y
@@ Property / DOI: 10.1007/s00291-013-0322-y / rank @@
-Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00291-013-0322-y
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@@ Property / OpenAlex ID @@
+W2013352210
@@ Property / OpenAlex ID: W2013352210 / rank @@
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@@ Property / cites work @@
+Robust multiperiod portfolio management in the presence of transaction costs
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@@ Property / cites work @@
+Investment Strategies under Transaction Costs: The Finite Horizon Case
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@@ Property / cites work @@
+A log-robust optimization approach to portfolio management
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@@ Property / cites work @@
+Portfolio optimization with linear and fixed transaction costs
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@@ Property / cites work @@
+Log-robust portfolio management after transaction costs
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@@ Property / cites work @@
+A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs
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@@ Property / DOI @@
+.1007/S00291-013-0322-Y
@@ Property / DOI: 10.1007/S00291-013-0322-Y / rank @@
+Normal rank