Quotation Hautsch, Nikolaus, Voigt, Stefan. 2017. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. 3rd Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Vienna, Österreich, 08.06.2017-09.06.2017.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty
Event 3rd Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance
Year 2017
Date 08.06.2017-09.06.2017
Country Austria
Location Vienna

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Hautsch, Nikolaus (Details)
Voigt, Stefan (Former researcher)
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