Periodic portfolio revision with transaction costs (Q2354016)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6457217
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Periodic portfolio revision with transaction costs |
scientific article; zbMATH DE number 6457217 |
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
0 references
0.8191056847572327
0 references
0.8091583847999573
0 references
0.7976789474487305
0 references
0.7858774662017822
0 references
