Time-varying minimum-cost portfolio insurance under...

Applied Mathematics and Computation 2020 / 11 Vol. 385

Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS)

Katsikis, Vasilios N., Mourtas, Spyridon D., Stanimirović, Predrag S., Li, Shuai, Cao, Xinwei
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Volume:
385
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2020.125453
Date:
November, 2020
File:
PDF, 2.82 MB
2020
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