Portfolio optimization and transaction costs

Chapter

Publication Date:

2015

CRIS type:

2.1 Contributo in volume (Capitolo o Saggio)

List of contributors:

Ogryczack, W; Speranza, Maria Grazia; Mansini, Renata

Authors of the University:

MANSINI Renata

Models and Algorithms for Optimization

Operational Research

SPERANZA Maria Grazia

Handle:

https://iris.unibs.it/handle/11379/463017

Book title:

Quantitative Financial Risk Management: Theory and Practice