An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions
type: Item
instance of: scholarly article
title: An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions
zbMATH Open document ID: 1400.91559
author: Amir Abbas Najafi
author: Zahra Pourahmadi
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6977854
zbMATH Keywords: portfolio selection
zbMATH Keywords: dynamic optimization
zbMATH Keywords: transaction cost
zbMATH Keywords: investment strategy
MaRDI profile type: Publication
full work available at URL: j.physa.2015.12.048
OpenAlex ID: W2219864922
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cites work: Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility.
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DOI: 10.1016/J.PHYSA.2015.12.048
description: scientific article; zbMATH DE number 6977854