Xiangyu Cui, Jianjun Gao 0001, Yun Shi. Multi-period mean-variance portfolio optimization with management fees. Operational Research, 21(2):1333-1354, 2021. [doi]
@article{CuiGS21,
title = {Multi-period mean-variance portfolio optimization with management fees},
author = {Xiangyu Cui and Jianjun Gao 0001 and Yun Shi},
year = {2021},
doi = {10.1007/s12351-019-00482-4},
url = {https://doi.org/10.1007/s12351-019-00482-4},
researchr = {https://researchr.org/publication/CuiGS21},
cites = {0},
citedby = {0},
journal = {Operational Research},
volume = {21},
number = {2},
pages = {1333-1354},
}