Pierre CHEN

Quantitative Research

19/12/2019

Portfolio Allocation

A Note on Portfolio Optimization with Quadratic Transaction Costs

In this short note, we consider mean-variance optimized portfolios with transaction costs.

Get in touch with us

Our online help service is available to answer your question.

I am*

I contact you as

My request concerns

My subject is about

I contact you as

My request concerns

I contact you as

My request concerns

My message*

Civility*

MS

Mrs

Mr

Last name*

First name*

Email*

Company*

Country*

Your personal data* The personal data collected above are intended for AMUNDI ASSET MANAGEMENT and are for the sole purpose of enabling you to receive a response to your request for information. AMUNDI ASSET MANAGEMENT undertakes to keep your personal data for the duration of our exchanges. In accordance with the European Regulation on the processing of personal data (RGPD 2016/679), you have the right to access, rectify, delete and delete your data by writing to AMUNDI ASSET MANAGEMENT BSC/SEC/PCA - 90, bd Pasteur - CS 21564 - 75730 Paris – FRANCE or by e-mail to dpo@amundi.com. By checking the box above, you declare that you understand and accept these conditions.

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

(*) Required fields

All our job offers (Permanent and temporary position, Internship, Apprenticeship or VIE) are available on our dedicated website: https://jobs.amundi.com.

Register and apply directly online.