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A minimax rule for portfolio selection in frictional market:
Wang, Shou-Yang
;
Yamamoto, Y.
;
Yu, Mei
Mathematical Methods of Operations Research (ZOR). 57 (2003) 1 - p. 141-155 , 2003
Link:
https://doi.org/10.1007/s001860200241
RT Journal T1 <Title>A minimax rule for portfolio selection in frictional markets</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s001860200241&Exemplar=1&LAN=DE A1 Wang, Shou-Yang A1 Yamamoto, Y. A1 Yu, Mei PB Springer Science and Business Media LLC YR 2003 SN 1432-2994 SN 1432-5217 JF Mathematical Methods of Operations Research (ZOR) VO 57 IS 1 SP 141 OP 155 LK http://dx.doi.org/https://doi.org/10.1007/s001860200241 DO https://doi.org/10.1007/s001860200241 SF ELIB - SuUB Bremen
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