A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs
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Publication:3008844
DOI10.1002/oca.936zbMath1215.91074MaRDI QIDQ3008844
Genshiro Kitagawa, Min Gan, Hui Peng, Xiao Hong Chen
Publication date: 22 June 2011
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.936
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