Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs
Year of publication: |
2014
|
---|---|
Authors: | DeMiguel, Victor |
Other Persons: | Martin-Utrera, Alberto (contributor) ; Nogales, Francisco J. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Theorie | Theory | Welt | World | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 26, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2294197 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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