A posteriori multistage optimal trading under transaction costs and a diversification constraint
Mogens Graf Plessen and Alberto Bemporad
| Year of publication: |
2018
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|---|---|
| Authors: | Plessen, Mogens Graf ; Bemporad, Alberto |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 13.2018, 3, p. 67-83
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| Subject: | Transaktionskosten | Transaction costs | Theorie | Theory | Portfolio-Management | Portfolio selection | Diversifikation | Diversification |
| 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://www.econbiz.de/10011905564