A posteriori multistage optimal trading under transaction costs and a diversification constraint
Year of publication: |
2018
|
---|---|
Authors: | Plessen, Mogens Graf ; Bemporad, Alberto |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 13.2018, 3, p. 67-83
|
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection |
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