"Log-Robust Portfolio Management After Transaction Costs" by Yuntaek Pae

Navid Sabbaghi

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Log-Robust Portfolio Management After Transaction Costs

OR Spectrum

Yuntaek Pae, Lewis University
Navid Sabbaghi, Illinois Institute of Technology

Link

SMC Author

Navid Sabbaghi

Status

Faculty

School

School of Economics and Business Administration

Document Type

Article

Publication Date

1-1-2014

Scholarly

Yes

Peer Reviewed

DOI

10.1007/s00291-013-0322-y

Disciplines

Business and
Economics

Original Citation

Pae, Y., & Sabbaghi, N. (2014). Log-robust portfolio management after transaction costs. OR Spectrum, 36(1), 95-112. doi:10.1007/s00291-013-0322-y

Citation Information

Yuntaek Pae and Navid Sabbaghi. "Log-Robust Portfolio Management After Transaction Costs" OR Spectrum Vol. 36 Iss. 1 (2014) p. 95 - 112
Available at: http://works.bepress.com/navid-sabbaghi/4/