Stochastics An International Journal of Probability and Stochastic Processes
2015 / 07 Vol. 87; Iss. 4
![](/img/cover-not-exists.png)
Worst-case portfolio optimization with proportional transaction costs
Belak, Christoph, Menkens, Olaf, Sass, JörnVolume:
87
Language:
english
Journal:
Stochastics An International Journal of Probability and Stochastic Processes
DOI:
10.1080/17442508.2014.991325
Date:
July, 2015
File:
PDF, 931 KB
english, 2015