The influence of correlation on multi-asset portfolio optimization with transaction costs
2006 ◽
Vol 10
(2)
◽
pp. 53-96
◽
2014 ◽
Vol 233
(1)
◽
pp. 135-156
◽
2015 ◽
Vol 243
(3)
◽
pp. 921-931
◽
1996 ◽
Vol 6
(2)
◽
pp. 133-165
◽
2002 ◽
Vol 18
(2)
◽
pp. 231-248
◽