Asset allocation with distorted beliefs and transaction costs
type: Item
instance of: scholarly article
title: Asset allocation with distorted beliefs and transaction costs
zbMATH Open document ID: 1158.91382
author: Roman Kozhan
author: Wolfgang Schmid
published in: European Journal of Operational Research
publication date: 2008-11-20T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 5370070
zbMATH Keywords: Knightian uncertainty
zbMATH Keywords: asset allocation
zbMATH Keywords: distortion function
zbMATH Keywords: transaction costs
MaRDI profile type: Publication
full work available at URL: j.ejor.2007.12.002
OpenAlex ID: W2077345148
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DOI: 10.1016/J.EJOR.2007.12.002
description: scientific article; zbMATH DE number 5370070