On transaction costs in minimum-risk portfolios: insights into risk parity and asset allocation
In minimal risk portfolios, costs associated with transactions are essential in calculating the net performance. The transaction costs of maintaining such portfolios are predominantly negative due to the fact that traditional portfolio optimization strategies, which focus solely on risk and return,...
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| Autors principals: | , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Frontiers Media S.A.
2025-05-01
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| Col·lecció: | Frontiers in Applied Mathematics and Statistics |
| Matèries: | |
| Accés en línia: | https://www.frontiersin.org/articles/10.3389/fams.2025.1585187/full |
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