THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (Q4889754): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.15807/jorsj.39.99 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2109635221 / rank | |||
Normal rank | |||
Latest revision as of 00:42, 20 March 2024
scientific article; zbMATH DE number 913797
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS |
scientific article; zbMATH DE number 913797 |
Statements
THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (English)
0 references
6 August 1996
0 references
portfolio optimization
0 references
transaction costs
0 references
