A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs
2010 ◽
Vol 32
(2)
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pp. 127-138
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2015 ◽
Vol 6
(3)
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pp. 1434-1442
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2020 ◽
Vol 284
(2)
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pp. 712-727
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1997 ◽
Vol 1
(2)
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pp. 27-39
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2010 ◽
Vol 63
(1)
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pp. 107-132
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2022 ◽
Vol 15
(1)
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pp. 1
2002 ◽
Vol 15
(3)
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pp. 805-835
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