Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558): Difference between revisions
From MaRDI portal
Normalize DOI. |
Changed label, description and/or aliases in en, and other parts |
||
| description / en | description / en | ||
scientific article | scientific article; zbMATH DE number 6505785 | ||
Latest revision as of 20:33, 9 July 2025
scientific article; zbMATH DE number 6505785
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio optimization with transaction costs: a two-period mean-variance model |
scientific article; zbMATH DE number 6505785 |
Statements
Portfolio optimization with transaction costs: a two-period mean-variance model (English)
0 references
9 November 2015
0 references
investment analysis
0 references
multiperiod portfolio optimization
0 references
mean-variance analysis
0 references
transaction costs
0 references
0 references
0 references
0 references
0 references
