Multi-period mean-variance portfolio selection with fixed and proportional transaction costs (Q380498): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 04:08, 30 January 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