Portfolio models with return forecasting and transaction costs
Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Shun-Ji Lin
| Year of publication: |
2020
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|---|---|
| Authors: | Yu, Jing-Rung ; Chiou, Wan-jiun Paul ; Lee, Wen-Yi ; Lin, Shun-Ji |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 66.2020, p. 118-130
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| Subject: | Investment analysis | Portfolio rebalancing | Return forecasting | Multiple objectives | Transaction costs | Transaktionskosten | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Portfolio-Investition | Foreign portfolio investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2019.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012390681