Log-robust portfolio management after transaction costs (Q2454357)

From MaRDI portal
Revision as of 23:50, 2 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Log-robust portfolio management after transaction costs
scientific article

    Statements

    title
    Log-robust portfolio management after transaction costs (English)
    0 references
    author
    Yuntaek Pae
    0 references
    Navid Sabbaghi
    0 references
    published in
    OR Spectrum
    0 references
    publication date
    13 June 2014
    0 references
    zbMATH Keywords
    robust portfolio optimization
    0 references
    transaction costs
    0 references

    Identifiers

    zbMATH DE Number
    6303950
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2454357&oldid=15133888"
    Powered by MediaWiki