Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558)
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scientific article; zbMATH DE number 6505785
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio optimization with transaction costs: a two-period mean-variance model |
scientific article; zbMATH DE number 6505785 |
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Portfolio optimization with transaction costs: a two-period mean-variance model (English)
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9 November 2015
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investment analysis
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multiperiod portfolio optimization
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mean-variance analysis
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transaction costs
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0.8457909822463989
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0.831971287727356
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0.8313788175582886
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