A possible mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
Wei-Guo Zhang; Yong-Jun Liu; Wei-Jun Xu
| Year of publication: |
2012
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|---|---|
| Authors: | Zhang, Wei-guo ; Liu, Yong-jun ; Xu, Wei-jun |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 222.2012, 2 (16.10.), p. 341-349
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| Subject: | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009570407