Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach
type: Item
instance of: scholarly article
title: Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach
author: Areski Cousin
author: Jérôme Lelong
author: Q6095478
published in: Applied Mathematical Finance
publication date: 2025-01-27T00:00:00Z
Mathematics Subject Classification ID: 91Gxx
zbMATH DE Number: 7975434
MaRDI profile type: MaRDI publication profile
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DOI: 10.1080/1350486X.2024.2357200
description: scientific article; zbMATH DE number 7975434