Multi-period mean-variance portfolio selection with fixed and proportional transaction costs (Q380498)
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scientific article; zbMATH DE number 6226881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period mean-variance portfolio selection with fixed and proportional transaction costs |
scientific article; zbMATH DE number 6226881 |
Statements
Multi-period mean-variance portfolio selection with fixed and proportional transaction costs (English)
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14 November 2013
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optimal portfolio
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mean-variance portfolio selection
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dynamic programming
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transaction cost
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0.92431855
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0.92233884
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0.91793436
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0.9155269
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