Optimal tracking for asset allocation with fixed and proportional transaction costs (Q4610230)
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scientific article; zbMATH DE number 7002123
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| default for all languages | No label defined |
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| English | Optimal tracking for asset allocation with fixed and proportional transaction costs |
scientific article; zbMATH DE number 7002123 |
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Optimal tracking for asset allocation with fixed and proportional transaction costs (English)
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15 January 2019
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asset allocation
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optimal tracking
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transaction costs
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0.8296116590499878
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0.823246419429779
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0.814820408821106
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0.814730703830719
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0.8124570250511169
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