"Time-varying minimum-cost portfolio insurance under transaction costs ..."

Vasilios N. Katsikis et al. (2020)

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DOI: 10.1016/J.AMC.2020.125453

access: closed

type: Journal Article

metadata version: 2023-03-21

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Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Shuai Li, Xinwei Cao:
Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS). Appl. Math. Comput. 385: 125453 (2020)

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