"A novel multi period mean-VaR portfolio optimization model considering ..."

Hossein Babazadeh, Akbar Esfahanipour (2019)

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DOI: 10.1016/J.CAM.2018.10.039

access: closed

type: Journal Article

metadata version: 2020-02-20

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Hossein Babazadeh, Akbar Esfahanipour:
A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost. J. Comput. Appl. Math. 361: 313-342 (2019)

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