Robust multiperiod portfolio management in the presence of transaction costs (Q2384579): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cor.2006.02.011 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2066115215 / rank
 
Normal rank

Revision as of 21:04, 19 March 2024

scientific article
Language Label Description Also known as
English
Robust multiperiod portfolio management in the presence of transaction costs
scientific article

    Statements

    Robust multiperiod portfolio management in the presence of transaction costs (English)
    0 references
    10 October 2007
    0 references
    robust optimization
    0 references
    multiperiod portfolio management
    0 references

    Identifiers