Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993)
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scientific article; zbMATH DE number 7975434
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach |
scientific article; zbMATH DE number 7975434 |
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Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (English)
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27 January 2025
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