Asset allocation with distorted beliefs and transaction costs
Year of publication: |
2009
|
---|---|
Authors: | Kozhan, Roman ; Schmid, Wolfgang |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 194.2009, 1 (1.4.), p. 236-249
|
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection |
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