共 50 条
- [42] Dynamic portfolio selection with nonlinear transaction costs [J]. PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2005, 461 (2062): : 3183 - 3212
- [44] DISTRIBUTIONALLY ROBUST PORTFOLIO SELECTION WITH TRANSACTION COSTS [J]. PACIFIC JOURNAL OF OPTIMIZATION, 2022, 18 (04): : 679 - 693
- [47] Multiperiod portfolio policy under transaction costs [J]. Harbin Gongye Daxue Xuebao, 5 (37-40):
- [49] An Portfolio Optimal Attainability under Transaction Costs [J]. MECHANICAL SCIENCE AND ENGINEERING IV, 2014, 472 : 1066 - 1069
- [50] Dealing with complex transaction costs in portfolio management [J]. Annals of Operations Research, 2021, 299 : 7 - 22