Login / Signup

Dynamic portfolio choice with return predictability and transaction costs.

Guiyuan MaChi Chung SiuSong-Ping Zhu
Published in: Eur. J. Oper. Res. (2019)
Keyphrases
  • transaction costs
  • portfolio management
  • search costs
  • portfolio selection
  • stock exchange
  • search engine
  • data analysis
  • text classification
  • multistage