Robust multiperiod portfolio management in the presence of transaction costs
Dimitris Bertsimas; Dessislava Pachamanova
| Year of publication: |
2008
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|---|---|
| Authors: | Bertsimas, Dimitris ; Pachamanova, Dessislava A. |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 35.2008, 1, p. 3-17
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| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Zeitökonomie | Economy of time | Robustes Verfahren | Robust statistics | Transaktionskosten | Transaction costs | Theorie | Theory |
| 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://www.econbiz.de/10003665715