Quotation Hautsch, Nikolaus, Voigt, Stefan. 2017. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. 11th International Conference on Computational and Financial Econometrics, London, Gro├čbritannien, 16.12.2017-18.12.2017.


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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 11th International Conference on Computational and Financial Econometrics
Year 2017
Date 16.12.2017-18.12.2017
Country United Kingdom
Location London
URL http://cfenetwork.org/CFE2017/

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