Portfolio rebalancing model with transaction costs using interval optimization
Pankaj Kumar, Geetanjali Panda, U.C. Gupta
| Year of publication: |
Oct-Dec 2015
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|---|---|
| Authors: | Kumar, Pankaj ; Panda, Geetanjali ; Gupta, U. C. |
| Published in: |
Opsearch : journal of the Operational Research Society of India. - New Delhi : Springer India, ISSN 0030-3887, ZDB-ID 417088-X. - Vol. 52.2015, 4, p. 827-860
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| Subject: | Closed Interval | Optimization | Portfolio selection | Rebalancing | Transaction cost | Theorie | Theory | Portfolio-Management | Transaktionskosten | Transaction costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12597-015-0210-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011446092