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Robust multiperiod portfolio management in the presence of transaction costs - MaRDI portal

Robust multiperiod portfolio management in the presence of transaction costs (Q2384579)

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Robust multiperiod portfolio management in the presence of transaction costs
scientific article

    Statements

    title
    Robust multiperiod portfolio management in the presence of transaction costs (English)
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    publication date
    10 October 2007
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    zbMATH Keywords
    robust optimization
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    multiperiod portfolio management
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    Identifiers

    zbMATH DE Number
    5199334
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    OpenAlex ID
    W2066115215
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