Multi-period mean-variance portfolio selection with fixed and proportional transaction costs (Q380498): Difference between revisions
From MaRDI portal
Removed claims |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:06, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multi-period mean-variance portfolio selection with fixed and proportional transaction costs |
scientific article |
Statements
Multi-period mean-variance portfolio selection with fixed and proportional transaction costs (English)
0 references
14 November 2013
0 references
optimal portfolio
0 references
mean-variance portfolio selection
0 references
dynamic programming
0 references
transaction cost
0 references