Ying Hui Fu

Publication Activity (10 Years)

Years Active: 2015-2015
Publications (10 Years): 0

Top Topics

Transaction Costs

Association Rules

Top Venues

Ann. Oper. Res.

Publications

Ying Hui Fu, Kien Ming Ng, Boray Huang, Huei Chuen Huang
Portfolio optimization with transaction costs: a two-period mean-variance model. Ann. Oper. Res. 233 (1) (2015)