Optimal portfolio selection with stochastic maximum downside risk and uncertain implicit transaction costs
Sabastine Mushori, Delson Chikobvu
| Year of publication: |
October 2017
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|---|---|
| Authors: | Mushori, Sabastine ; Chikobvu, Delson |
| Published in: |
Journal of economic and financial sciences. - Johannesburg : University of Johannesburg, ISSN 1995-7076, ZDB-ID 2843939-9. - Vol. 10.2017, 3, p. 411-423
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| Subject: | discrete scenarios | implicit transaction costs | Maximum downside risk | uncertainty | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Theorie | Theory | Risiko | Risk | Stochastischer Prozess | Stochastic process |
| 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://ebvufind01.dmz1.zbw.eu/10011795920