Log-robust portfolio management after transaction costs (Q2454357)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-robust portfolio management after transaction costs |
scientific article |
Statements
Log-robust portfolio management after transaction costs (English)
0 references
13 June 2014
0 references
robust portfolio optimization
0 references
transaction costs
0 references
