Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Portfolio Optimization Under Regime Switching and Transaction Costs: ..."

Xiaoyue Li, John M. Mulvey (2021)

> Home

Details and statistics

DOI: 10.1287/IJOO.2021.0053

access: closed

type: Journal Article

metadata version: 2024-03-16

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/informsjop/LiM21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/informsjop/LiM21
Xiaoyue Li, John M. Mulvey:
Portfolio Optimization Under Regime Switching and Transaction Costs: Combining Neural Networks and Dynamic Programs. INFORMS J. Optim. 3(4): 398-417 (2021)

a service of

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.