Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness (Q5139542)
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scientific article; zbMATH DE number 7283316
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness |
scientific article; zbMATH DE number 7283316 |
Statements
Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness (English)
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9 December 2020
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portfolio selection
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conditional value at risk model
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value at risk model
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omega model
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transaction costs
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short selling
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