Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS)

Citation:

Katsikis, V. N., Mourtas, S. D., Stanimirović, P. S., Li, S., & Cao, X. (2020). Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS). Applied Mathematics and Computation, 385, 125453. Elsevier. Copy at http://www.tinyurl.com/y3brhkjf