Portfolio selection with transaction costs
From MaRDI portal
Publication:3530894
zbMATH Open1164.91014MaRDI QIDQ3530894FDOQ3530894
Publication date: 21 October 2008
Recommendations
Cited In (21)
- Title not available (Why is that?)
- Portfolio analysis with transaction costs under uncertainty
- Portfolio Choice with Transaction Costs: A User’s Guide
- Portfolio selection with transaction costs under expected shortfall constraints
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs
- A compromise solution to mutual funds portfolio selection with transaction costs
- Title not available (Why is that?)
- Title not available (Why is that?)
- The efficient frontier and optimal strategies of mutual funds
- Optimal portfolio selection of assets with transaction costs and no short sales
- Transaction cost optimization for online portfolio selection
- Efficient frontier and optimal strategies of mutual funds
- Mean-variance-skewness model for portfolio selection with transaction costs
- Solving portfolio investment with full transaction cost
- Optimal portfolio selection for the small investor considering risk and transaction costs
- Dynamic portfolio selection with market impact costs
- Multi-asset portfolio selection problem with transaction costs
- Money, transactions and portfolio choice
- A minimax method for optimal portfolio selection with transaction costs
- The attainability of the portfolio optimization under transaction costs
- Title not available (Why is that?)
This page was built for publication: Portfolio selection with transaction costs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3530894)
