Optimal portfolio selection for the small investor considering risk and transaction costs

OR Spectrum

Volumn 32, Issue 1, 2010, Pages 61-76

  Baule, Rainer ^a  

^a UNIVERSITY OF GÖTTINGEN   (Germany)

Author keywords

Non convex optimization; Portfolio selection; Transaction costs

Indexed keywords

EID: 71149086670     PISSN: 01716468     EISSN: 14366304     Source Type: Journal    
DOI: 10.1007/s00291-008-0152-5     Document Type: Article

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