Portfolio optimization with transaction costs: a two-period...

Annals of Operations Research 2015 / 10 Vol. 233; Iss. 1

Portfolio optimization with transaction costs: a two-period mean-variance model

Fu, Ying Hui, Ng, Kien Ming, Huang, Boray, Huang, Huei Chuen
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
233
Language:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-014-1574-x
Date:
October, 2015
File:
PDF, 962 KB
english, 2015
Conversion to is in progress
Conversion to is failed