VaR optimal portfolio with transaction costs

Krejić, Nataša; Kumaresan, Miles; Rožnjik, Andrea

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Title:	VaR optimal portfolio with transaction costs
Authors:	Krejić, Nataša ; Kumaresan, Miles; Rožnjik, Andrea
Issue Date:	2011
Publication:	Applied Mathematics and Computation
ISSN:	0096-3003 Applied Mathematics and Computation Search Idenfier
Type:	Article
Collation:	vol. 218 br. 8 str. 4626-4637
DOI:	10.1016/j.amc.2011.10.047
WoS-ID:	000297375600065
Scopus-ID:	2-s2.0-81855164676
URI:	https://enauka.gov.rs/handle/123456789/196110 https://www.cris.uns.ac.rs/record.jsf?recordId=68294&source=eNauka&language=en
Metadata source:	Migracija
M-category:	21M21

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