Mean-variance portfolio selection with transaction costs and liability (Q3194035)
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scientific article; zbMATH DE number 6500858
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| English | Mean-variance portfolio selection with transaction costs and liability |
scientific article; zbMATH DE number 6500858 |
Statements
28 October 2015
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mean-variance criterion
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linear-quadratic control
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transaction costs
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optimal strategies
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efficient frontier
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0.8175127506256104
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0.7963586449623108
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0.7936415076255798
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0.7922999262809753
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