Quotation Hautsch, Nikolaus, Voigt, Stefan. 2018. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. 4th annual conference of the International Association for Applied Econometrics, Saporro, Japan, 26.06.2017-30.06.2017.


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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 4th annual conference of the International Association for Applied Econometrics
Year 2018
Date 26.06.2017-30.06.2017
Country Japan
Location Saporro
URL https://iaae2017.org/

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