Log-robust portfolio management after transaction costs (Q2454357): Difference between revisions
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| Property / cites work: Robust multiperiod portfolio management in the presence of transaction costs / rank | |||
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| Property / cites work: Investment Strategies under Transaction Costs: The Finite Horizon Case / rank | |||
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| Property / cites work: A log-robust optimization approach to portfolio management / rank | |||
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| Property / cites work: Portfolio optimization with linear and fixed transaction costs / rank | |||
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| Property / cites work: Log-robust portfolio management after transaction costs / rank | |||
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| Property / cites work: A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs / rank | |||
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Latest revision as of 14:40, 8 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-robust portfolio management after transaction costs |
scientific article |
Statements
Log-robust portfolio management after transaction costs (English)
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13 June 2014
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robust portfolio optimization
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transaction costs
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