Periodic portfolio revision with transaction costs (Q2354016): Difference between revisions
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Revision as of 17:09, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Periodic portfolio revision with transaction costs |
scientific article |
Statements
Periodic portfolio revision with transaction costs (English)
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10 July 2015
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portfolio optimization
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transaction costs
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risk measures
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performance measures
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tempered stable distributions
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