✦ LIBER ✦

VaR optimal portfolio with transaction costs

✍ Scribed by Nataša Krejić; Miles Kumaresan; Andrea Rožnjik

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED

✍ Andrew J. Morton; Stanley R. Pliska 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 836 KB

Optimal Portfolio Hedging with Nonlinear

✍ Jussi Keppo; Samu Peura 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 188 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

Optimal Consumption Portfolio and No-Arb

✍ X. Chao; K. K. Lai; Shou-Yang Wang; Mei Yu 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 173 KB

Performance analysis of log-optimal port

✍ Ormos, Mihály; Urbán, András 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 173 KB

MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION

✍ Kumar Muthuraman; Sunil Kumar 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 477 KB