Title

Log-Robust Portfolio Management After Transaction Costs

Status

Faculty

School

School of Economics and Business Administration

Document Type

Article

Publication Date

2014

Publication Title

OR Spectrum

Volume

36

Issue

1

First Page

95

Last Page

112

Peer Reviewed

1

Scholarly

yes

DOI

10.1007/s00291-013-0322-y

Disciplines

Business | Economics

Original Citation

Pae, Y., & Sabbaghi, N. (2014). Log-robust portfolio management after transaction costs. OR spectrum, 36(1), 95-112

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