Multi-period mean-variance portfolio optimization with management fees
Xiangyu Cui, Jianjun Gao, Yun Shi
| Year of publication: |
2021
|
|---|---|
| Authors: | Cui, Xiangyu ; Gao, Jianjun ; Shi, Yun |
| Subject: | Dynamic mean-variance portfolio selection | Management fee | Dynamic programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Dynamische Optimierung | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12351-019-00482-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012584207