A simple algorithm for optimal portfolio selection with fixed transaction costs
Nitin R. Patel and Marti G. Subrahmanyam
| Year of publication: |
1982
|
|---|---|
| Authors: | Patel, Nitin R. ; Subrahmanyam, Marti G. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 28.1982, 3, p. 303-314
|
| Subject: | Kapitalanlage Portefeuilleplanung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002612340