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"Asset allocation with distorted beliefs and transaction costs."

Roman Kozhan, Wolfgang Schmid (2009)

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DOI: 10.1016/J.EJOR.2007.12.002

access: closed

type: Journal Article

metadata version: 2022-12-07

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  - https://dblp.org/rec/journals/eor/KozhanS09
Roman Kozhan, Wolfgang Schmid:
Asset allocation with distorted beliefs and transaction costs. Eur. J. Oper. Res. 194(1): 236-249 (2009)

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