Periodic portfolio revision with transaction costs (Q2354016)

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Periodic portfolio revision with transaction costs
scientific article

    Statements

    title
    Periodic portfolio revision with transaction costs (English)
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    author
    Yanyan Li
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    publication date
    10 July 2015
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    zbMATH Keywords
    portfolio optimization
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    transaction costs
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    risk measures
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    performance measures
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    tempered stable distributions
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    62P05
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    62M10
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    62H05
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    62H25
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    91B84
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    91G70
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    zbMATH DE Number
    6457217
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