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"Portfolio optimization with transaction costs: a two-period mean-variance ..."

Ying Hui Fu et al. (2015)

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DOI: 10.1007/S10479-014-1574-X

access: closed

type: Journal Article

metadata version: 2021-10-14

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Ying Hui Fu, Kien Ming Ng, Boray Huang, Huei Chuen Huang:
Portfolio optimization with transaction costs: a two-period mean-variance model. Ann. Oper. Res. 233(1): 135-156 (2015)

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