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"Dynamic portfolio choice with return predictability and transaction costs."

Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu (2019)

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DOI: 10.1016/J.EJOR.2019.05.009

access: closed

type: Journal Article

metadata version: 2023-03-21

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Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu:
Dynamic portfolio choice with return predictability and transaction costs. Eur. J. Oper. Res. 278(3): 976-988 (2019)

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