"Robust multiperiod portfolio management in the presence of transaction costs."

Dimitris Bertsimas, Dessislava Pachamanova (2008)

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DOI: 10.1016/J.COR.2006.02.011

access: closed

type: Journal Article

metadata version: 2020-02-18

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Dimitris Bertsimas, Dessislava Pachamanova:
Robust multiperiod portfolio management in the presence of transaction costs. Comput. Oper. Res. 35(1): 3-17 (2008)

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