Log-Robust Portfolio Management After Transaction Costs

Research output: Contribution to journal › Article › peer-review

Disciplines

TY - JOUR

T1 - Log-Robust Portfolio Management After Transaction Costs

AU - Pae, Yuntaek

AU - Sabbaghi, Navid

PY - 2014/1/1

Y1 - 2014/1/1

UR - https://digitalcommons.stmarys-ca.edu/school-economics-business-faculty-works/166

UR - https://doi.org/10.1007/s00291-013-0322-y

U2 - 10.1007/s00291-013-0322-y

DO - 10.1007/s00291-013-0322-y

M3 - Article

VL - 36

JO - OR Spectrum

JF - OR Spectrum

ER -