Roman Kozhan, Wolfgang Schmid. Asset allocation with distorted beliefs and transaction costs. European Journal of Operational Research, 194(1):236-249, 2009. [doi]
@article{KozhanS09,
title = {Asset allocation with distorted beliefs and transaction costs},
author = {Roman Kozhan and Wolfgang Schmid},
year = {2009},
doi = {10.1016/j.ejor.2007.12.002},
url = {http://dx.doi.org/10.1016/j.ejor.2007.12.002},
researchr = {https://researchr.org/publication/KozhanS09},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {194},
number = {1},
pages = {236-249},
}