THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (Q4889754)
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scientific article; zbMATH DE number 913797
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS |
scientific article; zbMATH DE number 913797 |
Statements
THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (English)
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6 August 1996
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portfolio optimization
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transaction costs
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