Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q954248 |
||
Property / author | |||
Property / author: Huei-Chuen Huang / rank | |||
Revision as of 15:43, 21 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Portfolio optimization with transaction costs: a two-period mean-variance model |
scientific article |
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