Log-robust portfolio management after transaction costs

Author： Pae Yuntaek   Sabbaghi Navid  

Publisher： Springer Publishing Company

ISSN： 0171-6468

Source： OR Spectrum, Vol.36, Iss.1, 2014-01, pp. : 95-112

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

A Hierarchical Fuzzy Portfolio Selection Process Considering Transaction Costs with a Hybrid Intelligent Algorithm

By  

International Journal of Strategic Decision Sciences (IJSDS), Vol. 4, Iss. 3, 2013-07 ,pp. : 90-108

IGI Global_journal

Access to resources Recommend Favorite

Local service delivery choices in Portugal: A political transaction costs framework

By Tavares António F.   Camöes Pedro J.  

Local Government Studies, Vol. 33, Iss. 4, 2007-08 ,pp. : 535-553

Routledge Ltd

Access to resources Recommend Favorite

Debate: Reducing government procurement transaction costs— to pCard or not to pCard?

By Murray J. Gordon  

Public Money & Management, Vol. 32, Iss. 5, 2012-09 ,pp. : 324-326

Routledge Ltd

Access to resources Recommend Favorite

Strategic Alignment and IT Project Portfolio Management

By  

The International Journal of Knowledge, Culture, and Change Management: Annual Review, Vol. 10, Iss. 7, 2011-01 ,pp. : 1-12

Common Ground Publishing

Access to resources Recommend Favorite

Scenario and Robust Optimization in Risk Management

By  

International Journal of Risk and Contingency Management (IJRCM), Vol. 5, Iss. 4, 2016-10 ,pp. : 27-41

IGI Global_journal

Access to resources Recommend Favorite