Robust multiperiod portfolio management in the presence of transaction costs (Q2384579)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust multiperiod portfolio management in the presence of transaction costs |
scientific article |
Statements
Robust multiperiod portfolio management in the presence of transaction costs (English)
0 references
10 October 2007
0 references
robust optimization
0 references
multiperiod portfolio management
0 references
0 references
