Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization
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Publication:4971373
DOI10.1287/opre.2017.1699zbMath1455.91239OpenAlexW2770149685MaRDI QIDQ4971373
Alba V. Olivares-Nadal, Victor DeMiguel
Publication date: 12 October 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2017.1699
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Uses Software
Cites Work
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