Portfolio optimization with transaction costs: a two-period mean-variance model
Crossref DOI link: https://doi.org/10.1007/s10479-014-1574-x
Published Online: 2014-06-21
Published Print: 2015-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fu, Ying Hui
Ng, Kien Ming
Huang, Boray
Huang, Huei Chuen
Text and Data Mining valid from 2014-06-21