DOI10.3969/j.issn.1000-5641.2019.04.008zbMath1449.91128OpenAlexW2992431456MaRDI QIDQ5209484
Ding-jiang Huang, Shunchang Yu, Jingjing Qu
Publication date: 22 January 2020
Full work available at URL: https://xblk.ecnu.edu.cn/EN/10.3969/j.issn.1000-5641.2019.04.008
zbMATH Keywords
transaction costsportfolio selectiononline Newton step
Mathematics Subject Classification ID
Portfolio theory (91G10)