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"A Maximal Predictability Portfolio Subject to a turnover Constraint."

Yoshihiro Takaya, Hiroshi Konno (2010)

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DOI: 10.1142/S0217595910002521

access: closed

type: Journal Article

metadata version: 2020-05-12

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  - https://dblp.org/rec/journals/apjor/TakayaK10
Yoshihiro Takaya, Hiroshi Konno:
A Maximal Predictability Portfolio Subject to a turnover Constraint. Asia Pac. J. Oper. Res. 27(1): 1-13 (2010)

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