Periodic portfolio revision with transaction costs (Q2354016)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Periodic portfolio revision with transaction costs |
scientific article |
Statements
Periodic portfolio revision with transaction costs (English)
0 references
10 July 2015
0 references
portfolio optimization
0 references
transaction costs
0 references
risk measures
0 references
performance measures
0 references
tempered stable distributions
0 references
