Portfolio revision under mean-variance and mean-CVaR with transaction costs
| Year of publication: |
2012
|
|---|---|
| Authors: | Chen, Andrew H. ; Fabozzi, Frank J. ; Huang, Dashan |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 39.2012, 4, p. 509-527
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