A Minimax Method for Optimal Portfolio Selection with Transaction Costs

YANG Fengmei;WU guoyun

Journal of Systems Science and Mathematical Sciences ›› 2008, Vol. 28 ›› Issue (9) : 1077-1083.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2008, Vol. 28 ›› Issue (9) : 1077-1083. DOI: 10.12341/jssms10172
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A Minimax Method for Optimal Portfolio Selection with Transaction Costs

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2008, 28(9): 1077-1083 https://doi.org/10.12341/jssms10172

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