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"Multi-period mean-variance portfolio optimization with management fees."

Xiangyu Cui, Jianjun Gao, Yun Shi (2021)

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DOI: 10.1007/S12351-019-00482-4

access: closed

type: Journal Article

metadata version: 2021-06-15

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Xiangyu Cui, Jianjun Gao, Yun Shi:
Multi-period mean-variance portfolio optimization with management fees. Oper. Res. 21(2): 1333-1354 (2021)

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