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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Quantitative finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"Risks : open access journal"
~language:"eng"
~person:"DeMiguel, Victor"
~subject:"Estimation"
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Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, Victor
;
Martín-Utrera, Alberto
;
Nogales, …
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10011479445
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