Transaction costs and efficiency of portfolio strategies
Year of publication: |
1996
|
---|---|
Authors: | Pelsser, Antoon ; Vorst, Ton |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 91.1996, 2, p. 250-263
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Optimal optioned portfolios with confidence limits on shortfall constraints
Pelsser, Antoon André Jean, (1996)
-
Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean, (1994)
-
Pricing of flexible and limit caps
Pelsser, Antoon André Jean, (1998)
- More ...