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Publication:3415786
zbMATH Open1136.91462MaRDI QIDQ3415786
Publication date: 19 January 2007
Full work available at URL: http://www.ici.ro/camo/journal/v4n1.htm
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Related Items (7)
Portfolio analysis with transaction costs under uncertainty ⋮ The Impact of Proportional Transaction Costs on Systematically Generated Portfolios ⋮ Penalty methods for continuous-time portfolio selection with proportional transaction costs ⋮ Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation ⋮ A method for portfolio choice ⋮ Portfolio selection with transaction costs under expected shortfall constraints ⋮ Portfolio Choice with Transaction Costs: A User’s Guide
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