Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Periodic portfolio revision with transaction costs - MaRDI portal

Periodic portfolio revision with transaction costs (Q2354016)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Periodic portfolio revision with transaction costs
scientific article

    Statements

    title
    Periodic portfolio revision with transaction costs (English)
    0 references
    author
    Yanyan Li
    0 references
    publication date
    10 July 2015
    0 references
    zbMATH Keywords
    portfolio optimization
    0 references
    transaction costs
    0 references
    risk measures
    0 references
    performance measures
    0 references
    tempered stable distributions
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    62P05
    0 references
    62M10
    0 references
    62H05
    0 references
    62H25
    0 references
    91B84
    0 references
    91G70
    0 references
    zbMATH DE Number
    6457217
    0 references
    OpenAlex ID
    W2132475165
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2354016&oldid=36190456"
    Powered by MediaWiki