Portfolio models with return forecasting and transaction costs
Authors:
- Jing-Rung YuJYJing-Rung Yu
- Wan-Jiun Paul ChiouWCWan-Jiun Paul Chiou
- Wen-Yi LeeWLWen-Yi Lee
- Shun-Ji LinSLShun-Ji Lin
- 1 March 2020
- journal article
- research article
- Published by Elsevier in International Review of Economics & Finance
- Vol. 66, 118-130
Abstract
No abstract availableKeywords
Funding Information
- Ministry of Science and Technology, Taiwan
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