Log-Robust Portfolio Management After Transaction Costs
Status
Faculty
School
School of Economics and Business Administration
Document Type
Article
Publication Date
1-2014
Publication / Conference / Sponsorship
OR Spectrum
Scholarly
yes
Peer Reviewed
1
DOI
10.1007/s00291-013-0322-y
Volume
36
Issue
1
First Page
95
Last Page
112
Disciplines
Business | Economics
Original Citation
Pae, Y., & Sabbaghi, N. (2014). Log-robust portfolio management after transaction costs. OR Spectrum, 36(1), 95-112. doi:10.1007/s00291-013-0322-y
Repository Citation
Pae, Yuntaek and Sabbaghi, Navid. Log-Robust Portfolio Management After Transaction Costs (2014). OR Spectrum. 36 (1), 95-112. 10.1007/s00291-013-0322-y [article]. https://digitalcommons.stmarys-ca.edu/school-economics-business-faculty-works/166
COinS
