Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10009304872
The goal of this paper is to study and compare two popular techniques used by practitioners to reduce the sensitivity of optimal portfolios to uncertainty in expected return for a typical portfolio optimization problem. Specifically, we investigate whether including transaction costs into the...
Persistent link: https://www.econbiz.de/10013125773
Persistent link: https://www.econbiz.de/10009305611
Persistent link: https://www.econbiz.de/10001649900
Persistent link: https://www.econbiz.de/10012882319
Persistent link: https://www.econbiz.de/10003177611
Persistent link: https://www.econbiz.de/10011876855
Persistent link: https://www.econbiz.de/10011877673