A minimax method for optimal portfolio selection with transaction costs (Q3640394)
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scientific article; zbMATH DE number 5629938
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A minimax method for optimal portfolio selection with transaction costs |
scientific article; zbMATH DE number 5629938 |
Statements
11 November 2009
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portfolio selection
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transaction costs
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minimax model
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0.8819069862365723
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0.8819067478179932
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0.8637909889221191
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0.8585695028305054
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0.8454957604408264
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