✦ LIBER ✦

Universal Portfolios With and Without Transaction Costs

✍ Scribed by Avrim Blum; Adam Kalai

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Selecting Portfolios with Fixed Costs an

✍ Hans Kellerer; Renata Mansini; M. Grazia Speranza 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 122 KB

UNIVERSAL INVESTMENT IN MARKETS WITH TRA

✍ Garud Iyengar 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 122 KB

Portfolio Selection and Transactions Cos

✍ Michael J. Best; Jaroslava Hlouskova 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 146 KB

Portfolio Optimization Model with Transa

✍ Shu-ping Chen; Chong Li; Sheng-hong Li; Xiong-wei Wu 📂 Article 📅 2002 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 235 KB

SIMULATION-BASED PORTFOLIO OPTIMIZATION

✍ Kumar Muthuraman; Haining Zha 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 292 KB

Portfolio optimization with linear and f

✍ Miguel Sousa Lobo; Maryam Fazel; Stephen Boyd 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 583 KB