Portfolio selection with proportional transaction costs and predictability
Xiaoling Mei, Francisco J. Nogales
| Year of publication: |
September 2018
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|---|---|
| Authors: | Mei, Xiaoling ; Nogales, Francisco J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 94.2018, p. 131-151
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| Subject: | Investment analysis | Portfolio optimization | Dynamic portfolio choice | Information relaxations | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2018.07.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011966487