A possible mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
Year of publication: |
2012
|
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Authors: | Zhang, Wei-guo ; Liu, Yong-jun ; Xu, Wei-jun |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 222.2012, 2 (16.10.), p. 341-349
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Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs |
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