Multi-period minimax portfolio selection model with transaction costs and opportunity costs

REN Da-yuan, XU Jiu-ping, HUANG Nan-jing, WU Meng

Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (1) : 11-19.

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Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (1) : 11-19. DOI: 10.12011/1000-6788(2012)1-11

Multi-period minimax portfolio selection model with transaction costs and opportunity costs

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012, 32(1): 11-19 https://doi.org/10.12011/1000-6788(2012)1-11

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