Robust multiperiod portfolio management in the presence of transaction costs (Q2384579)
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scientific article; zbMATH DE number 5199334
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust multiperiod portfolio management in the presence of transaction costs |
scientific article; zbMATH DE number 5199334 |
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Robust multiperiod portfolio management in the presence of transaction costs (English)
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10 October 2007
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robust optimization
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multiperiod portfolio management
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0.8319154381752014
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0.823947012424469
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0.8236901760101318
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0.8040920495986938
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