Siu Lung Law
- Correlated multi-asset portfolio optimisation with transaction cost
2007/05/14 by Siu Lung Law, Law, Siu Lung, Chiu Fan Lee +6 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #Data Analysis #Economic theories and models #FOS: Economics and business #FOS: Physical sciences #Financial Markets and Investment Strategies #Physics and Society (physics.soc-ph) #Portfolio Management (q-fin.PM) #Statistics and Probability (physics.data-an) #Stochastic processes and financial applications #physics.data-an #physics.soc-ph #q-fin.PM