Investment-consumption optimization with transaction cost and learning about return predictability
Ning Wang, Tak Kuen Siu
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Ning ; Siu, Tak Kuen |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 318.2024, 3 (1.11.), p. 877-891
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| Subject: | Learning | Monte Carlo simulation | Portfolio optimization | Return predictability | Transaction cost | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income | Monte-Carlo-Simulation | Lernprozess | Learning process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2024.06.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015048184