Incorporating transaction costs, weighting management, and floating required return in robust portfolios

Jing-Rung Yu, Wan-Jiun Paul Chiou, Renting Liu. Incorporating transaction costs, weighting management, and floating required return in robust portfolios. Computers & Industrial Engineering, 109:48-58, 2017. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.