Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s10479-014-1574-x / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10479-014-1574-X / rank | |||
Normal rank | |||
Revision as of 07:12, 10 December 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
0 references
0 references
0 references
0 references
