"Incorporating transaction costs, weighting management, and floating ..."

Jing-Rung Yu, Wan-Jiun Paul Chiou, Renting Liu (2017)

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DOI: 10.1016/J.CIE.2017.04.022

access: closed

type: Journal Article

metadata version: 2020-02-20

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Jing-Rung Yu, Wan-Jiun Paul Chiou, Renting Liu:
Incorporating transaction costs, weighting management, and floating required return in robust portfolios. Comput. Ind. Eng. 109: 48-58 (2017)

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