Portfolio selection and transactions costs

DOI10.1023/A:1021806200854zbMath1031.90049OpenAlexW185892825MaRDI QIDQ1868392

Michael J. Best, Jaroslava Hlouskova

Publication date: 27 April 2003

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021806200854

zbMATH Keywords

portfolio optimizationparametric quadratic programmingtransactions costs

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Portfolio theory (91G10)

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