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"Technical Note - A Robust Perspective on Transaction Costs in Portfolio ..."

Alba V. Olivares-Nadal, Victor DeMiguel (2018)

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DOI: 10.1287/OPRE.2017.1699

access: closed

type: Journal Article

metadata version: 2020-03-31

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  - https://dblp.org/rec/journals/ior/Olivares-NadalD18
Alba V. Olivares-Nadal, Victor DeMiguel:
Technical Note - A Robust Perspective on Transaction Costs in Portfolio Optimization. Oper. Res. 66(3): 733-739 (2018)

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