Work

A Numerical Study on a Rebalancing Portfolio Model with Nonlinear Transaction Costs

Year: 2009

Type: article

Source: 대한산업공학회 추계학술대회 논문집

Authors: Sungsoo Na, Tao Pang

Institution: North Carolina State University

Language: Korean

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2265834923

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Cites: 24

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Related to: 10