"VaR optimal portfolio with transaction costs."

Natasa Krejic, Miles Kumaresan, Andrea Roznjik (2011)

> Home

Details and statistics

DOI: 10.1016/J.AMC.2011.10.047

access: closed

type: Journal Article

metadata version: 2022-12-07

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/amc/KrejicKR11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/amc/KrejicKR11
Natasa Krejic, Miles Kumaresan, Andrea Roznjik:
VaR optimal portfolio with transaction costs. Appl. Math. Comput. 218(8): 4626-4637 (2011)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.