Portfolio analysis with transaction costs under uncertainty

DOI10.1007/S10958-016-2754-9zbMath1382.91083OpenAlexW2302521419MaRDI QIDQ267615

M. S. Al-Nator, S. V. Al-Nator, Yu. F. Kasimov

Publication date: 11 April 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-2754-9

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

Multi-period portfolio management and a simple method for calculating the realized return with transaction costs ⋮ Portfolio analysis with general commission

Cites Work

• Portfolio optimization with linear and fixed transaction costs

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