Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio optimization with transaction costs: a two-period mean-variance model |
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
