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"Time-Varying Mean-Variance Portfolio Selection under Transaction Costs and ..."

Vasilios N. Katsikis et al. (2021)

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DOI: 10.1007/S43069-021-00060-5

access: closed

type: Journal Article

metadata version: 2023-03-21

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Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Shuai Li, Xinwei Cao:
Time-Varying Mean-Variance Portfolio Selection under Transaction Costs and Cardinality Constraint Problem via Beetle Antennae Search Algorithm (BAS). Oper. Res. Forum 2(2) (2021)

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