Mean-variance portfolio selection with estimation risk and transaction costs
Xiaoling Mei, Huanjun Zhu and Chongzhu Chen
| Year of publication: |
2023
|
|---|---|
| Authors: | Mei, Xiaoling ; Zhu, Huanjun ; Chen, Chongzhu |
| Subject: | market impact | mean-variance analysis | Portfolio optimization | transaction costs | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2097191 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013554924