A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs (Q3008844): Difference between revisions
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Revision as of 00:38, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs |
scientific article |
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A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs (English)
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22 June 2011
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portfolio selection
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mean-variance model
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optimal portfolio
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transaction cost
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