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"Periodic portfolio revision with transaction costs."

Krastyu Georgiev, Young Shin Kim, Stoyan Stoyanov (2015)

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DOI: 10.1007/S00186-015-0500-6

access: closed

type: Journal Article

metadata version: 2021-04-09

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  - https://dblp.org/rec/journals/mmor/GeorgievKS15
Krastyu Georgiev, Young Shin Kim, Stoyan Stoyanov:
Periodic portfolio revision with transaction costs. Math. Methods Oper. Res. 81(3): 337-359 (2015)

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