When "time varying" volatility meets "transaction cost" in portfolio selection

W. Qiao, D. Bu, A. Gibberd, Y. Liao, T. Wen, E. Li

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

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Finished

ARC LP: Creating Sustainability-Oriented Fintech Lending Platforms in Australia
Smith, T., Linnenluecke, M., Liao, Y. & Bu, D.
28/08/21 → 2/08/24
Project: Research