Robust multiperiod portfolio management in the presence of transaction costs
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Publication:2384579
DOI10.1016/j.cor.2006.02.011zbMath1139.91333OpenAlexW2066115215MaRDI QIDQ2384579
Dessislava A. Pachamanova, Dimitris J. Bertsimas
Publication date: 10 October 2007
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2006.02.011
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