Universal portfolio selection with transaction costs

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	22
Number of pages	1
Journal	Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice
Volume	23
Issue number	1
State	Published - Jan 2003

Cite this

@article{372bf3adcde84a10b19f5244d360bbe3,

title = "Universal portfolio selection with transaction costs",

author = "Liu, \{Shan Cun\} and Qiu, \{Wan Hua\} and Wang, \{Shou Yang\}",

year = "2003",

month = jan,

language = "英语",

volume = "23",

pages = "22",

journal = "Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice",

issn = "1000-6788",

publisher = "Systems Engineering Society of China",

number = "1",

}

TY - JOUR

T1 - Universal portfolio selection with transaction costs

AU - Liu, Shan Cun

AU - Qiu, Wan Hua

AU - Wang, Shou Yang

PY - 2003/1

Y1 - 2003/1

UR - https://www.scopus.com/pages/publications/0037265757

M3 - 文章

AN - SCOPUS:0037265757

SN - 1000-6788

VL - 23

SP - 22

JO - Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice

JF - Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice

IS - 1

ER -