Dynamic portfolio choice with return predictability and transaction costs

From MaRDI portal
Publication:1999643

DOI10.1016/j.ejor.2019.05.009zbMath1431.91366OpenAlexW2946324444MaRDI QIDQ1999643

Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu

Publication date: 27 June 2019

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://ro.uow.edu.au/cgi/viewcontent.cgi?article=3778&context=eispapers1




Related Items (14)



Cites Work


This page was built for publication: Dynamic portfolio choice with return predictability and transaction costs