"A posteriori multi-stage optimal trading under transaction costs and a ..."

Mogens Graf Plessen, Alberto Bemporad (2017)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1709-07527
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1709-07527
Mogens Graf Plessen, Alberto Bemporad:
A posteriori multi-stage optimal trading under transaction costs and a diversification constraint. CoRR abs/1709.07527 (2017)

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