Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (Q6158404)
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scientific article; zbMATH DE number 7698386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency |
scientific article; zbMATH DE number 7698386 |
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Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (English)
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20 June 2023
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portfolio optimization
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discrete-time multi-period optimization
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transaction costs
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no-shorting constraints
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time consistency in efficiency
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