Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q954248 |
Changed an Item |
||
| Property / author | |||
| Property / author: Huei-Chuen Huang / rank | |||
Normal rank | |||
Revision as of 14:43, 21 February 2024
scientific article
| 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 |
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
