Results

eNauka >  Results >  Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS)
Title: Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS)
Authors: Katsikis, Vasilios N.; Mourtas, Spyridon D.; Stanimirović, Predrag  ; Li, Shuai; Cao, Xinwei
Issue Date: 2020
Publication: APPLIED MATHEMATICS AND COMPUTATION
ISSN: 0096-3003 Applied Mathematics and Computation Search Idenfier
Type: Article
Collation: vol. 385 str. 125453-125453
DOI: 10.1016/j.amc.2020.125453
WoS-ID: 000554898100008
Scopus-ID: 2-s2.0-85086636320
URI: https://enauka.gov.rs/handle/123456789/191442
Project: Ministry of Education, Science and Technological Development, Republic of Serbia [174013]
Metadata source: Migracija
M-category: 
21a+M21a+

37
SCOPUSTM
9
OpenCitations
29
WEB OF SCIENCETM
Altmetric
Dimensions
Unpaywall

Items in eNauka are protected by copyright, with all rights reserved, unless otherwise indicated.